Watch VoirFilms. Elton John: Me, Myself & I is a 2007 documentary filmed after the death of Elton John's good friend Diana and other soul shaking events that caused him to reassess his life. It is a candid appraisal by Elton John (tongue in cheek) of his fame, drug use, sexuality, and mistakenly taking his life for granted. It was filmed in Las Vegas, Nevada, United States