Capone journeys deep into the jungles of filmmaking, with THE LOST CITY OF Z director James Gray Read the full article on AICN Hey everyone. Capone in Chicago here. There are few filmmakers quite like James Gray. For one, he’s one of the holdouts when it comes to switching to digital filmmaking, and as a result, his latest film, THE LOST CITY OF Z—set and filmed in the jungles of Amazonia—was shot on 35mm, even though he only had one actual 35mm print made for a select few preview screenings and archival purposes.