“THERE were so many expectations,” Morgan Spurlock says about his new documentary, “Where in the World Is Osama Bin Laden?,” which opens in Los Angeles on Friday. “I’m flattered that people had so much faith in me, but now audiences can just go and enjoy the movie.”

Spurlock wants to get this out of the way: No, he wasn’t secretly trained by a special ops unit. And no, he didn’t actually find Osama bin Laden. On a sunny April morning, the director, 37, sipping a cup of coffee while sitting in the Tea Lounge around the corner from his home in Park Slope, Brooklyn, is happy to dispel the more extreme Internet rumors about his latest filmmaking adventure, largely because he thinks they inhibited the audience’s appreciation of the movie when it premiered at the Sundance Film Festival in January.

He did, however, go to Pakistan, Afghanistan and several other nations of the Muslim world. But he went as the Average American, as if your curious, indefatigable, risk-loving brother-in-law got it in his head to try to track down the chief of Al Qaeda. Not that he really was expecting to smoke out Bin Laden; his real target was the culture of fear he saw plaguing his fellow Americans. And although there is great irony in the greatest superpower in the world’s inability to track down a man supposedly hiding in caves, Spurlock’s mission was not so much to criticize but to examine and explore the mystique behind America’s Public Enemy No. 1.

And when he says, “Enjoy the movie,” he means it, because he is the sort of documentary director who believes nonfiction filmmaking and fun can be synonymous. After all, Spurlock managed that feat very successfully in his debut, 2004’s “Super Size Me,” in which he put himself on a diet of only McDonald’s food for a month as a way to illuminate America’s addiction to unhealthful fast food.

Much has happened for Spurlock since “Super Size Me.” His trademark handle-bar mustache gets him recognized often (he says when he occasionally shaves it off, he becomes invisible); and he has spun his clout into a television show on the FX network, “30 Days” (the third season airs in June), and his own documentary distribution shingle, called “Morgan Spurlock Presents,” which has backed six films.

He also married Alex, his vegan girlfriend who was featured in “Super Size Me,” and the couple has a 16-month-old son, Laken. Spurlock says his new status as a family man helped propel “Where in the World Is Osama Bin Laden?,” which he had already been working on for several months in early 2006. But then his impending fatherhood captured his imagination, so the tone of the film shifted to “what kind of world am I bringing a kid into?” he says.

“I knew where we would start, but I didn’t know where we’d end,” Spurlock adds. “What we knew was that I’d come home and hopefully everything would be fine. And we’d have a baby.”

MOST of the filming occurred in late 2006, over five months; Spurlock hopped on a plane, then hit the streets and sand dunes, talking with journalists and intellectuals. But he found himself gravitating mostly toward conversations with carpet salesmen and street vendors.

“What I am trying to do post-'Super Size Me’ is to really have an experiential journey,” says Spurlock, who also filmed his emotional phone conversations with his pregnant wife for the movie. “So I have to show you what is impacting me. And as you see things affecting me emotionally, they’ll affect you emotionally. I hope.”

This methodology, which places him on screen for pretty much the entire film, comes effortlessly to Spurlock. “Morgan has to understand something before he gets it,” says Alex. “He has to experience something in order to make it real for him. So what you see on the screen is not an act.”

That impulse conveniently has him following in the footsteps of successful documentarians, such as Nick Broomfield and Michael Moore, to whom Spurlock gives much respect. “He blew the doors open for the rest of us,” Spurlock says of Moore.

However, being a director who’s also on screen, as well as a writer, producer and his own all-around gofer, makes for a frenetic lifestyle. “It’s pretty ridiculous. In the last three years, if he’s been in one time zone for more than three months I’d be shocked,” says Jeremy Chilnick, a writer and producer on “Where in the World.” “Morgan does everything.”

(Chilnick notes that Spurlock’s speedy pace can be highly beneficial, especially when shooting in countries such as Afghanistan and Saudi Arabia. Spurlock and his team -- a producer, a cameraman and one security advisor -- would film for 15 minutes at a time, at which point a crowd would begin to congregate, creating more of “a target.” They’d then pick up and leave.)

SPURLOCK, raised in Beckley, W.Va., was the sort of kid in school who did everything -- student government, football, baseball, track and . . . ballet. Spurlock’s dance classes, which he took through childhood, made him the target of teasing, but he kept at it, largely because he had two older brothers who danced, and made it “cool.” (Both brothers eventually danced professionally before taking on more conventional careers.) It was all part of his parents’ plan to get their children to find ways to express themselves.

Spurlock eventually applied to USC’s film school. After getting rejected five times, he went to New York University.

His professional career was a series of baby steps over 10 years -- stand-up comic, production assistant, spokesman for Sony Electronics, announcer for the Sony-sponsored beach volleyball league. He began directing industrial films for corporations and created an online reality show for MTV called “I Bet You Will” (a precursor to “Fear Factor”) before coming up with the idea for “Super Size Me” in 2003.

Now his sophomore effort, with its grandiose title, grand scope (shooting in 15 countries; elaborate animated sequences that include Spurlock having a full-on video-game battle with a 9-foot, bionic Bin Laden) and a far-larger budget than his previous film (“Super Size Me” cost $300,000), brings increased expectations. But the director maintains that the key to his filmmaking remains the same. It’s something his mother used to always tell him: Just listen.

That dictum is apparent in the film, as he literally breaks bread with people who might see him as a threat but who seem to genuinely like him. It’s also evident in how Spurlock responded to distributor Weinstein Co.'s penchant for test-marketing its films, which it did for “Where in the World” after Sundance.

Spurlock made two significant changes because of audience response: entirely cutting an elaborate, animated sequence and changing a pivotal closing song, from the goofy “Why Can’t We Be Friends?” to the more thoughtful, "(What’s So Funny ‘Bout) Peace, Love and Understanding.”

Heeding test screenings is just another form of listening, according to Spurlock. “The one thing I know is that I don’t know everything,” he says. “Far from it.”