I'm a fan of Christopher Guest, the writer-director who is one of the main people behind mockumentaries like "Best of Show." Here's a clip of him and actor Eugene Levy, made at the time of the release of "For Your Consideration," which in my view wasn't one of their best although still entertaining. They talk a little about the writing/improvisation process on their films. (And is it me, or is the interviewer someone who could easily have come out of one of their films?)
I'm sorry if you tried to access this post earlier and found that the video wasn't working. Here is a direct link that should take you there: guest & levy.