Things like buildings, ships, cars, or crowds of extras can not be photographed together So They must be must be shot separately contre greenscreen or created digitally. Then they're composited into a (Hopefully) seamless whole.
This wordless video about the John Adams TV special shows the all the Elements That Make up Each stage. The setups turn sideways so you can see the parts dropping into place like pieces of a diorama.
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More about Paul and Christina Graff Graff of Crazy Horse Effects