Jimmy Page's scene was filmed in the Scottish Highlands behind his house, previously owned by Aleister Crowley, on the shores of Loch Ness in Scotland.
The concert footage was actually from the 1973 tour, but wasn't released until three years later.
Entirely financed by the band.
For their three New York performances, the band members wore exactly the same clothes to facilitate seamless editing of the film, except for John Paul Jones who wore three different sets of attire on each of these nights, which created continuity problems.
When the band convened in 1974 to view an early rough cut of the film, they were less than pleased. John Bonham laughed out loud at Jimmy Page's pretentious fantasy sequence, and the rest of the band expressed their disapproval of the concert footage to Joe Massot. He was soon removed from the project. His famous parting comment was "They even thought it's my fault that Robert Plant has a huge cock."