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My Winnipeg—Canadian hyper-fabulist Guy Maddin's time-out-of-mind "docu-fantasia" about his provincial hometown—makes its U.S. premiere at Tribeca before seeing a wider release in June. Maddin spoke by phone about his ingeniously madcap and heartfelt pseudo-documentary.

I wanted to make a documentary, but [the Documentary Channel's] Michael Burns is the one who suggested Winnipeg: "Enchant me with it. Don't give me the frozen hellhole everyone thinks Winnipeg is." So it was an assigned propaganda project, but I viewed it more as a documentary of my feelings, as ambiguous as they may be. I probably used, as a model, the writings of W.G. Sebald and those little peregrinations. He goes for these long walks, daydreams and digresses in the pages of his books, and ends up with something that feels psychologically, poetically true.

I don't know—because it's a pretty literal-minded approach, which robs you of a lot of pleasure . . . if a movie is obliged to be a perfect representation of the real world. We can see that already, or we can watch security-camera tape if we want to see unbroken representation. It's been axiomatic that documentaries are incapable of presenting the entire truth since the Lumière brothers first pointed a camera at workers leaving a factory, then got them to leave all over again for a second take.

Canadians, especially Winnipeggers, are lousy self-mythologizers—pathologically so. I think it's because we're sitting next to a country that's so great at it. I decided, while I'm living here, I should try my best to bring Winnipeg at least up to speed with Cleveland on this sort of thing. I know we'll never be New York, but I wanted to preserve, sort of can the city's status. Kansas City is known for the blues, say, and I want Winnipeg to be known for one or two things—a shorthand version of itself, a distillation. Then my work on this earth—this Winnipeg earth, which is strewn with recently thawed-out cigarette butts—is done.

Filmmaking is good for me because I'm becoming less and less neurotic, which is probably a boring answer. Since the last few films I've made have been so outrageously, self-indulgently autobiographical, they've amounted to an accumulation of things that have tired me out about myself—a form of aversion therapy. It's made me a lot healthier, somehow; I'm a lot more grounded, and I find myself doing a lot less cowardly things—filing my income tax on time, walking the dog when it needs to be walked. But somewhere along the line, a three-by-six-foot rectangle of soil opened up and yawned its gravy breath at me, and I realized I'm going to slide into the open mauve cemetery sometime in the next few years. [Laughs.] For the first time in my life, I'm fearing death a little bit—but other than that, I've got my sea legs and I'm ready for anything.

My Winnipeg will screen April 24, April 30, and May 4