The narrative structure of Exit Through the Gift Shop was a real setting. It was made in Los Angeles, California. The depth is both objective and subjective narration. It is objective narration because because we get to see the external characters' behavior which consists of the characters' height, there talents and hobbies outside of being a graffiti artist. We also see subjective narration which consists of seeing and hearing what the person behind the camera is experiencing. We see this when Mr. Brainwash showed us his tapes and videos from over the years. The style throughout Exit Through the Gift Shop was of course Banksy had to hide his face and disguised his voice which makes sense because he doesn't want to reveal his identity. .
The three elements that define a documentary is first talking head footage. Which includes interviews. Next is direct footage which are re-enactments. The last element that makes a documentary is having archival footage. Archival footage includes having music and sounds that make the documentary interesting. Exit Through the Gift Shop follows all three of these elements. It has talking head footage when interviewing Banksy, Mr. Brainwash, Debora Guetta and others. This movie also had direct footage when they went to Mr. Brainwash's house and showed all of his tapes he had over the years of recording. Another example was from his first movie which had no sound but he put together all of his tapes into one movie. This movie also has archival footage because there is music and sound. The sound is the voices and sounds the audience hears while the camera is recording and following the artists putting up their work. .
Exit Through the Gift Shop does have a social agenda which includes shining light on the urban street art. It also has a political agenda because the artists strategically place their work where people can see it and raise an awareness to the issues.