I'm gathering Exit Through The Gift Shop: A Banksy Film, is a joke about how commercial people have made the Banksy name. everywhere even public toilets seem to have an exit through the gift shop.

Buy Exit Through The Gift Shop: A Banksy Film DVD from Asda Entertainment

there's a bit about Exit Through The Gift Shop: A Banksy Film on the BBC website today during their Oscars Coverage:
BBC News - World News America - Secret street artist gets Oscars recognition
Description

Release Date: 05 September 2010
Exit Through The Gift Shop is the groundbreaking film from Banksy – the world’s most famous graffiti artist; a global phenomenon with a fiercely guarded anonymity.
Capturing the exhilarating behind-the-scenes world of graffiti art, an eccentric Frenchman tries to film and befriend Banksy, only for the artist to turn the camera back on its owner with spectacular results.
Featuring exclusive footage of Banksy, Shepard Fairey, Invader and many more of the world's most infamous graffiti artists at work, Exit Through The Gift Shop is the hilarious true story of low-level criminality, companionship and incompetence.
The story of how one man set out to film the un-filmable. And failed…