David Lynch interviewed at BAFTA in 2007 can been seen here. while all 21 minutes are lovely for me the good stuff begins at 15:30 or so when he's asked for the millionth time to explain what exactly Mulholland Drive is about.
The film is the thing. You work so hard to get this thing built, all the elements to feel correct, this whole to feel correct in this beautiful language called cinema. And the second it’s finished people want you to change it back into words.