This interview in Written By with the writers of Borat includes discussion of how the film was conceived as a narrative rather than just as a string of improvised scenes. Every bit was staged with a plot point in mind, and Cohen had lines for various alternate scenarios during each encounter, to use depending on how the "real" people responded to his provocations. At the end, they also talk about how each talk-show appearance during the film's promotional campaign was scripted.
-Kristen Thompson's discussion of Borat's creation and her earlier comparison of Borat to Snakes on a Plane.
-Deleted scenes: Borat in a supermarket, at a doctor's office, trying to adopt a pet, crossing the U.S.-Mexico border, and talking with a police officer who "don't high five nobody."