Michael Moore is on the phone from New York, sounding as if he is going to cry. At this very moment, he explains, the final reel of his new film is unspooling an ocean away, at the Berlin Film Festival. But, because he is just out of hospital after a bout with pneumonia, he's had to stay home.

"I have never felt a level of depression as low as the one I've had today," he says, stifling what sounds like a half-laugh/half-cry yelp. "I mean, I've been sad before. But, today, I think I felt what was true depression." Another yelp.

Moore's trip to Berlin – a city that plays a pivotal role in Where to Invade Next – was supposed to be a personal and professional capstone marking his first film in six years. But his illness, which he says was aggravated by overwork, is forcing him to realize that, at 61, his physical stamina is limited. And, although Moore was a godfather to the explosion in populist documentaries over the past two decades and he remains immensely popular with festival crowds, the new movie has stumbled on its way to theatres, suggesting his power in the changing landscape of feature films may also be withering.

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In Where to Invade Next, which made its world premiere at the Toronto International Film Festival last September, Moore hopscotches around Europe, speaking with locals about public policies he believes the United States would do well to adopt: Italy's lengthy paid vacations for workers, France's school-lunch program, Norway's humane prison system, Slovenia's free college system. In the film's final act, he travels to Berlin to reflect with a German friend on how that country has integrated the Holocaust into everyday life, and how the approach contrasts sharply with the United States' failure to fully address its original sin of slavery.

The film is Moore's first since Capitalism: A Love Story, in 2009. "I felt it was a good time to say some things I wanted to say, and to make a contribution," he says. "And I was feeling good, and I was feeling hopeful, and I think that comes across in the movie."

Although Moore didn't hide his trip around Europe, the film's existence had been a secret until TIFF announced it would be coming to the festival. "Because of capitalism, the American media have fired most of their foreign writers," said Moore during a brief interview last September, which was conducted as he walked into the TIFF Lightbox for the film's second festival screening. "So it's very easy to go around Europe, knowing the American media would not know much about it."

An assistant extracted a lint roller out of a bag and applied it to Moore's jacket while he continued walking and talking: "I was the No. 1 story on the Slovenian nightly news. But I know there's not going to be any American reporter there. And if they were there, they don't speak Slovenian, so they'd have to call back to their headquarters and say, hey, I need to hire a Slovenian translator, and the money man says, no, we don't have money for that. So Michael Moore gets to get away with it, based on how the media has changed."

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The media may have changed but, as with all of Moore's films, there are plenty of critics around to charge that Where to Invade Next exhibits only a glancing affinity with the facts. Many have argued that Moore fails to note the economic and social costs associated with the public policies he celebrates. At TIFF, he was unapologetic, suggesting that he went to Europe to "pick the flowers, not the weeds." But the weeds have grown wilder since then: Many European countries have tightened their borders to slow the flood of Syrian refugees. Last December, German Chancellor Angela Merkel argued that multiculturalism is "a grand delusion."

Moore plays down the continent's change in tone. "Yes, now they're thinking, well, a million [refugees] might have been too many," he says over the phone. "Do you have any friends that are so nice, they have such an optimistic view of people, and they get hurt all the time? Because they trust and they're nice? So, maybe the Germans are a little hurt by this, because they went too far. But I love 'em for being willing to clean up a mess they didn't create."

The geopolitical climate isn't the only thing that has changed since Where to Invade's world premiere, when a crowd of 1,700 greeted the film with a standing ovation.

At TIFF, rumours broke out of a bidding war among distributors. But then it took three weeks before a deal was announced. And, although he praised the company that bought the film, a new outfit founded by three industry veterans he called "a cinematic dream team," something went awry over the ensuing five months. Originally scheduled for a January release, Where to Invade Next opened in mid-February on roughly 300 screens in the United States, and pulled in less than $900,000 (U.S.). Although it was positioned to capitalize on a potential Oscar campaign (it opens in Montreal, Toronto and Vancouver this weekend through domestic distributor Mongrel Films, with other Canadian cities to follow), it failed to ignite the heat that might have led to a nomination.

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Today, Moore is regretful. "This company that is the [U.S.] distributor, it has no name," he says. "There is no phone number, there is no headquarters. So, that's not exactly what I thought it would be on Sept. 10, in Toronto. But I've worked very hard to make good out of the situation. But it's required a lot of effort." He's used to working, he says, with established distributors: companies such as Warner Bros., which bought Roger & Me after its debut at TIFF in 1989 and marketed the hell out of it; or Harvey and Bob Weinstein, who helped make Fahrenheit 9/11 into the top-selling documentary of all time, with $220-million (U.S.) at the global box office.

"Somebody pointed out to me a few months ago that, before Roger & Me, in the history of cinema, there were eight documentary films that had grossed more than a million dollars [at the U.S. box office]," he says. "And since Roger & Me, over 130 have grossed over a million."

He adds: "There were no documentary movies in cineplexes before Roger & Me, literally no documentaries played in the shopping mall." But, while docs are still in demand, they are getting shorter theatrical runs, often as mere promotion before they show up on platforms such as Netflix. And fewer shopping-mall cinemas, which are stuffed with Hollywood franchise fare cycling through in two-week runs, are making room for docs.

"I make movies to be shown in a movie theatre," Moore says. He speaks ruefully of a fan who sent him a Google map of the drive he made from Houghton, Mich., to Milwaukee, Wis., to see Where to Invade Next on its opening weekend. "Nobody should have to be on a 13-hour round-trip drive to see one of my movies," he explains.

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"Obviously, if I am having that problem – I, who have a very large audience for my films – this experience makes me really fear for what may be ahead for other doc filmmakers who want a theatrical distribution."