A music video I directed for one of my favorite bands, The Mountain Goats. We shot this in an apartment I had in New York in the middle of a heat wave, summer of 2006. My AC broke on the first day of shooting.
This is how we did it: I diagrammed out 8 layers of video on a timeline. We shot the first layer (of John's face on the tv screen sitting on the floor) then took that tape and played it back on my TV, and shot the second layer. Then we took that tape and played it back, and shot the third. Basically we built it layer by layer, live, and by the end of the two day shoot we had our finished video.
Sharp eyes will notice a few wonky match-dissolves. We discovered that once we were 8 layers deep (that is, shooting off a tv screen off a tv screen off a tv screen 8 times) the deepest layer was too muddy to see what was going on. So we used only 7 layers at the start, and transitioned to layer 8 when we needed it.