Great topic!
Re: the Dekker bit, since that seems to be the favorite, here's how that segment came to be --
I lived in that building when I met Scott for the first time (on his tour). So that ended up being one of the first things we filmed. Scott really did go and knock on a stranger's door and by total luck there turned out to be a really cool girl living there. She told us to come back in a few minutes to give her time to pick the place up a bit.
Scott said later that when we went inside, he kind of took stock of what kind of person she was, trying to decide if we should tell her the story, or just record video and leave -- we didn't want to freak somebody out if it was obvious they wouldn't be amused by the story. She told us she was a costumer (or hair/makeup artist - can't remember) in the entertainment biz and Scott noticed some of her movies included Donnie Darko and a few other cult-ish type flicks, so he decided she'd probably get a kick out of the story... and she did.
I produce television by day and moments like those where you totally luck out and come across a cool person like that, and capture their true reactions on camera to such an insane story, are rare rare rare.
It was a combination of luck and Scott having the guts to knock on a stranger's door with such a bizarre story to tell.