devilpray

Yes, the Virgin Tour was shot with film cameras and not with TV cameras like later tours (WTGT, BAT, GST, DWT which is ideal for concerts in my opinion cause of the "live" frame rate). It's also notable that maybe more than one show were filmed; some shots show a slightly different movement or hairstyle. We could only hope that the full concert film including Borderline etc gets leaked. 

It was shot on 35mm and maybe both nights were shot. There are rumours a hair was caught in the lens and as such the three performances were scrapped, or that M didn't like how those performances turned out or that they simply wanted a 50 min VHS release. Also rumours that the film was being stored in one of the WTC towers and was lost in 2001. None of this has been confirmed

Warner’s offices were at Rockefeller Center, not World Trade Center.

The missing performances was the directors decision, as he thought “Madonna's performance was not her best in them.”