Music is my life. When it was suggested that I film the Winterland concert, I didn’t have a moment’s hesitation; the opportunity was simply too good to pass up… The music of The Band and of those who performed with them, like Eric Clapton, Van Morrison, Bob Dylan, Joni Mitchell and Muddy Waters, has always inspired me. I had not seen The Band on stage before I went to Woodstock, but I’ve always been one of their keenest fans. Theirs are the only records I haven’t tired of in the past ten years. New York, New York was my father’s music, The Last Waltz is mine… Boris Leven built the cyclorama for me. He also suggested the set from La Traviata. The ‘heavenly’ set at MGM, that was Boris again. I wanted colors like those used by William Cameron Menzies for the burning of Atlanta in Gone with the Wind, slightly burnt-out colors, bronze tones, reds, chocolate browns…
On Woodstock I learned to organize and handle a team of cameramen, but we had no script. We didn’t know in advance who was going to sing what. It was chaos. This time, as I’ve said, everything was planned. With The Band we had chosen the songs we wanted to record, decided on the placement of the guests, rehearsed with some of them the day before, and worked out the camera angles. I didn’t want any shots of the crowd, any inserts of their reactions. As Robbie Robertson says, every song is the scene of a confrontation, a battle between The Band and their guests. What goes between them at that moment – it is not on the verbal level – is so intense that you can’t let the camera just wander about. I show you the audience only to the extent that the musicians on the stage give it their attention…
When I watched the dailies of the concert, I knew that I would film the musical suite, The Last Waltz, in a studio. The idea for an opera came to me then: an opera where all the elements, musical or otherwise, would be linked by a set of emotional, historical and cultural associations. The responsibility for showing the members or The Band as they really are would therefore fall on the rhythm of the songs and the intensity of the music. I also realized at that stage that the songs were complementary. I followed my instincts in putting them together, letting my own feelings guide me.

 Martin Scorsese in Martin Scorsese.edited by Michael Henry Wilson, Cahiers du cinéma, 2011