This is too interesting of a story not to share. You can hear Kirk Hammett tell it himself (although he says "cool" way too many times). And even if you don't care for Metallica (or even hate them, you bastard) I think you'll still find this to be a pretty nifty music video.
To summarize, on Metallica's tour a few years ago they went to Russia. In Moscow, Hammett went out to have fun and ended up purchasing some old filmstrips from a vendor in Moscow. He didn't know if they were legit (and still doesn't, really) but it was five bucks so he figured why not and just bought them. He didn't get around to looking at them for quite a while, and when he did he was very impressed with what he saw. He decided they should incorporate the footage into one of Metallica's music videos, and that's how they got the All Nightmare Long video. I have to say, I approve. That's a pretty dang neat video.
But I was interested in finding out which parts were inserted and which parts were original. I mean, I figured the shots of the undead and the obviously CGI creatures were additions, but other than that, I really didn't know. So I followed the link in the interview with Hammett to The New Kremlinology, a pretty cool blog. They have some interesting discussions of the film there, and it's quite enlightening, no matter how close to the truth (or far from it) they are. I suggest taking a look at the video then going through to their blog.
Last, but not least, if you look through the New Kremlinology, you find links to some other Soviet videos on You Tube. It's some interesting and disturbing stuff like this (do not watch if you are not prepared to be disturbed or aren't bothered by disembodied organs).
To sum up: awesome Metallica video!