Benjamin Wagner has a unique appreciation for the differences between big media and independently funded projects. As vice president of news for MTV, he spends his days producing stories about megastars like Jay-Z. Nights and weekends, Wagner invests his own creative energies—and money—in a no-budget documentary project that gripped him several years ago and won’t let go.

Together with his brother Christofer, a videographer, Wagner has invested “eight years, 4,600 miles, and $30,000” to make...

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