The Coen brothers’ classic Fargo opens with the message: “This is a true story.”

Of course, it isn’t a true story but in 2001 it was reported that a Japanese woman had been hoodwinked by the claim and traveled to the U.S. in search of the suitcase full of money that Steve Buscemi had buried beside a snow-capped fencepost in rural Minnesota.

David and Nathan Zellner, another set of filmmaking brothers, have produced an extraordinary ode to that misguided voyage into America’s frozen heartland. In the film Kumiko, the Treasure Hunter, a dissatisfied Tokyo office worker discovers a wet VHS copy of Fargo in a cave outside the city. She dries the damaged tape and tries to decipher the crackly scenes; enticed by the prospect of buried treasure, she sets off on an ill-fated odyssey in search of the loot.

“I’ve always loved conquistador stories,” said David Zellner, the director, after the film’s screening in Berlin. “This was the closest thing in real life to a mythology; going across the sea to this exotic strange land—there’s something fantastical about it. I loved the idea of someone going to the New World looking for riches.”

“We had that little bit of info and we filled in the gaps, just out of curiosity at first, what would lead to this? And then developed the story from there.”

There was something fantastical about the story when it was first reported a decade ago. A police spokesman in the city of Bismarck, North Dakota, said at the time: “We tried to explain to her that it was a fictional movie, and there really wasn’t any treasure.”

A journalist attempted to retrace the steps of the woman, whose real name was Takako Konishi, a couple of years later, and found the police officer who first encountered her. Officer Jesse Hellman said the woman had a rudimentary map marked with a road and a tree. “She kept pointing at it. She kept saying something over and over, like ‘Fargo'” he said. “I had never seen the film Fargo, but another officer in the station had seen it and he told me that there was money buried in this movie… That’s where she wanted to go.”

More information subsequently emerged to cast doubt on this officer’s interpretation but an urban legend had already been born. “We started working on it in 2002, but over the next several years more info came out that kind of debunked it,” said Zellner. “But we’d lived with our truth for a while and I was like, ‘No, I like our truth!’”

“It was before Twitter and all that stuff so it all played out on message boards and it was simply people saying a Japanese woman went to America looking for this mythical fortune and it was so mysterious to us, and we instantly wanted more information but there wasn’t any. And then, because there was limited information, people in real-time created this urban legend—kind of fed it through the telephone game. That’s the way stories develop in general but to see it real-time online was so odd,” he said.

The film’s first act, which is filmed in Japanese with English subtitles, takes place in Tokyo, where Kumiko’s faltering career and love-life have left her depressed and miserable. Her mother is giving her a hard time and the only refuge is her scene-stealing pet rabbit Bunzo, who was the talk of the town when the film premiered at the Sundance film festival.

The Japanese actress Rinko Kikuchi, who was first noticed by Hollywood in Babel, is brilliant as the confused but determined Kumiko. The scenes in Tokyo were filmed with the help of a bilingual Japanese crew. “We bought Rosetta Stone—but that didn’t go very far for us,” Zellner conceded.

Desperate for a way out of her monotonous existence Kumiko becomes obsessed with the frazzled tape and plots her journey to Fargo. She tries to steal an atlas that contains a map of the area from the library in Tokyo but she is apprehended by the security guard and decides to share her story: “I am like a Spanish conquistador,” she explains. “Recently, I’ve learned of untold riches hidden deep in the Americas.”

Raising the question we are all pondering, the guard asks why she doesn’t just use the Internet to download a map. Like us, he seems to be debating whether she is suffering from some mental lapse. He relents and tears the page from the book. “Usually when someone goes on a quest, it’s this one dimensional hero guy and we like having someone that’s in a very complicated place in their life and using this quest as a kind of escape,” Zellner said. “There’s a tragic element to it. We didn’t want to make fun of it but we didn’t want to beat people down with it either.”

Once she has the map, her voyage to America begins. We then see the United States as a foreign land, meeting a series of kindly strangers that begins with a pair of evangelicals at the Minnesota airport. “We wanted to make it feel it was from her perspective—a kind of alienation. If something was going to feel foreign it had to be America and not Japan,” he said.

It’s a difficult balancing act to portray a host of American characters as they might be seen through a stranger’s eyes. “We wanted to have fun with them but not make caricatures. There’s a certain stylization to everything but we wanted to ground it in naturalism,” Zellner explained.

Todd McCarthy complained in The Hollywood Reporter that the Zellner brothers had missed the mark here, particularly in a scene where a police officer based on the real-life Hellman, played by David Zellner himself, went in search of translators at a Chinese restaurant not a Japanese one. “This veil of ridicule is annoying and unhelpful,” McCarthy wrote. Apparently he was unaware that Officer Hellman has admitted doing exactly that. There’s a fine line between fact and fiction.