I am not sure if the whole thing was filmed at the same track (never saw the whole thing) but the bits that I did see where filmed at my home track Road America! I still remember him going into turn 1 for a "shoot" and he overcooked it, and did a 180 spin. I think that they actually kept this in the film. I remember seeing the camera rig on the car. Amazing!
I have lost respect for Michael, but Mario was always a class act. Mario on his own, fought for Champcar to hold the race at Road America the year after CART went bankrupt. Paul, Kevin, and Gerry were trying to save money upon buying CART by only holding the high profit tracks the first few years. Mario said that the "true" fans and drivers need this track on the schedule! He finally talked them into it at the last moment, and the race was held without hardly any commercial sponsorship, partly due to the last minute change.