"We moved to Germany, because we did not feel comfortable in the U.S.," Stone said on March 6, speaking before an audience at the Sun Valley Film Festival in Idaho, in a Q&A moderated by The Hollywood Reporter's Stephen Galloway. "We felt like we were at risk here. We didn't know what the NSA might do, so we ended up in Munich, which was a beautiful experience."

Even there, problems arose with companies that had connections to the U.S., he said: "The American subsidiary says, 'You can't get involved with this; we don't want our name on it.' So BMW couldn't even help us in any way in Germany."

While in Sun Valley, the three-time Oscar winner held a private screening of "Snowden" for an invited audience of around two dozen. Those who attended the screening, at the former home of Ernest Hemingway, included actress Melissa Leo, who plays documentary filmmaker Laura Poitras.

Guests were required to sign non-disclosure agreements, but that did not prevent three of them from speaking to this reporter. All praised the work in progress. "What he did that's so brilliant is, he gave this kid's whole back story, so you really like him," said one audience member.

When Stone (whose films include "Platoon," "Born on the Fourth of July" and "Wall Street") was first approached to make the movie, he hesitated. He had been working on another controversial subject, about the last few years in the life of Martin Luther King Jr., and did not immediately wish to tackle something that incendiary again.

"Glenn Greenwald (the journalist who worked with Poitras to break the Snowden story) asked me some advice, and I just wanted to stay away from controversy," he said. "I didn't want this. Be that as it may, a couple of months later, the Russian lawyer for Snowden contacts me via my producer. The Russian lawyer told me to come to Russia and wanted me to meet him. One thing led to another, and basically I got hooked."

In Moscow, Stone met multiple times with Snowden, who has been living in exile in Russia since evading the U.S. government's attempts to arrest him for espionage. "He's articulate, smart, very much the same," he said. "I've been seeing him off and on for a year -- actually, more than that. I saw him last week or two weeks ago to show him the final film."

He added, "He is consistent: He believes so thoroughly in reform of the Internet that he has devoted himself to this cause. ... Because of the Russian hours, he stays up all night. He's a night owl, and he's always in touch (with the outside world), and he's working on some kind of constitution for the Internet with other people. So he's very busy.

"And he stays in that 70 percent-computer world. He's on another planet that way. His sense of humor has gotten bigger, his tolerance. He's not really in Russia in his mind -- he's in some planetary position up there. And Lindsay Mills, the woman he's loved for 10 years -- really, it's a serious affair -- has moved there to be with him."

Spending time with Snowden, and researching what happened to him, Stone said, "It's an amazing story. Here's a young man, 30 years old at that time, and he does something that's so powerful. Who at 30 years old would do that, sacrificing his life in that way? We met with him many times in Moscow, and we did a lot more research, and we went ahead." He added, "I think he's a historical figure of great consequence."

Despite the director's involvement in the movie, which stars Joseph Gordon-Levitt as Snowden and Shailene Woodley as Mills, "No studio would support it," he said. "It was extremely difficult to finance, extremely difficult to cast. We were doing another one of these numbers I had done before, where pre-production is paid for by essentially the producer and myself, where you're living on a credit card."

Eventually, financing came through from France and Germany. "The contracts were signed, like eight days before we started," he noted. "It's a very strange thing to do (a story about) an American man, and not be able to finance this movie in America. And that's very disturbing, if you think about its implications on any subject that is not overtly pro-American.

"They say we have freedom of expression, but thought is financed, and thought is controlled, and the media is controlled. This country is very tight on that, and there's no criticism allowed at a certain level. You can make movies about civil rights leaders who are dead, but it's not easy to make one about a current man."

"Snowden" opens in the U.S. on September 16.