Sky Captain and the World of Tomorrow (2004)
Advanced virtual set
Video (HD 1080p)
CGI making of video
1) 90 percent of all scenes made in front of blue screen.
2) Film was in preproduction for 6 years.
3) Render farm needed very big ammount of energy, even with 2000 condtinioners and ventilators to lower heat of processors - many of them overheat and broke.
4) Filming was completed in just 29 days. Normally with sets and locations, filming could have taken the big part of a year to finish.
5) There actually were a few sets built. The only full set constructed was Polly's office, used during the scene where she is confronted by Editor Paley before leaving to meet Dr. Jennings. Dr. Jennings' lab contained many real tables and props, with bluescreen backgrounds, and his office was almost entirely real with the exception of the exterior seen through the window which the Mysterious Woman uses to escape.
6) The interior of Radio City Music Hall is actually not computer generated; rather, the background is comprised of digital photographs taken by Darin Hollings and Eric Adkins, merged together to create a panorama backdrop. The same was done for the lobby of The Chronicle building, which was actually a combination of multiple different building interiors edited together.
7) More about virtual set here - Nano-Space (1991).