7 According To Naomi Watts, The Masturbation Scene Was The Toughest One To Shoot Naomi Watts said that the toughest scene to shoot in Mulholland Drive was the masturbation scene. David Lynch put a small tent over Watts’ head so that she wouldn’t have to look at the crew, but he also refused to cut. Originally filmed in 1999 on a budget of $8 million as a made-for-TV pilot, Mulholland Dr. (1999), new scenes were filmed one year later on a $7-million budget given by the French film studio Studio Canal to wrap up the open ending, which had been left unresolved in the original version so that a TV series could follow.