One of the most wonderfully absurd yet emotionally accurate films about the process of filmmaking is Federico Fellini’s 8 1/2 (http://www.imdb.com/title/tt0056801/) (get the Criterion edition if you can). From the opening sequences to the final frame, it captures the confusion, anxiety, and exhilaration of having to creating something while at the same time dealing with external pressures from all sides.
As Terry Gilliam mentioned in his video essay about the film, it is a dance from one demand or issue to another – just like when the main character Guido Anselmi dances his way down the hallway (something that may seem completely random at first, but you get it when you’ve been in that position of being pulled from one idea to another, one problem to another, and one person to another).
Watching films about the making of films, whether it’s 8 1/2 or Day For Night (http://www.imdb.com/title/tt0070460/) helps you feel less alone when you’re in the thick of making one yourself, knowing that others have been there, done that, and that even the greats you are standing in the shadow of, have had similar pangs of anxiety and struggle.