Like many of his graffitoed images, it's a kind of cinematic trompe l'oeil. There have been notable hoax-oriented films in the recent past: such as The Blair Witch Project, Borat and the complete works of Lars von Trier. Exit Through the Gift Shop is in this genial tradition. Orson Welles made F for Fake; Banksy has made W for Windup. As a documentary, Exit Through the Gift Shop is as about as reliable and structurally sound as that house-front with the strategically placed window that falls on top of Buster Keaton. As entertainment, though, it works very well.
I know it's already been premiered for more than 1 year now, but still, sometimes you just miss things due to mainstream media parameters or film distributer's unawarness of public's taste abroad (or maybe because they are overaware!!!). I'm not going to give you the link to the download. We're all grown ups, with the sufficient internet knowledge as to find such things. it's up to you. I'm just playing the "Eco" role down here, at one of the southern places on earth. Hope you enjoy it, if you decide to see it!! Edit: 05/11/11
I'm adding the documentary chaptered found on youtube.