Just the mere fact alone that nobody has been able to find out where Tommy Wiseau is actually from (he says New Orleans) is quite amazing in this day and age.
Just for the sake of knowledge here's what a quick search on google spits out:
Wikipedia says:
The Room originated as a play, completed by Tommy Wiseau in 2001.[1][12] Wiseau then adapted the play into a 500-page book, which he was unable to get published.[7] Frustrated, Wiseau decided to adapt the work into a film, which he would then produce himself in order to maintain total control over the project.[7] Wiseau has been secretive about exactly how he obtained the funding for the project, but he did tellEntertainment Weekly that he made some of the money by importing leather jackets from Korea.[1] He eventually amassed $6 million, all of which was spent on production and marketing.[1] Wiseau has claimed that the reason the film was relatively expensive was because many members of the cast and crew had to be replaced, and each of the cast members had several understudies.[13]
According to Greg Ellery, Wiseau came to the Birns and Sawyer film lot, rented a studio, and bought a "complete Beginning Director package," which included the purchase of a brand new film camera."[14] Wiseau, confused about the differences between 35 mm film and high-definition video, decided to shoot the entire film in both formats with two cameras.[7]
Imdb says:
Shot simultaneously on 35 mm film and high-definition video. Tommy Wiseau was confused about the differences between the formats, so he used both cameras on the same mount. He also purchased the cameras, instead of renting them as film productions usually do.
Tommy himself said:
... I wanted to do it my way, okay? My way or the highway, you know the story. So basically, I said, "No, I have to do it my way," and I don't know if you heard, [but] we had issues with the crew, etc., etc. So that's what I decided to do, and plus, The Room was shot on the two cameras at the same time: 35 [millimeter film] and HD... and for your information, on the DVD [special features] I say I'm confused. Let me stress that entire Hollywood was confused. It's nothing wrong to say that you were confused because, long story short with the cameras topic, the film is the film, that's the bottom line. But as you know in today's industry standard, we have HD and the film and usually we combine performance if we do the feature movie. The Room is the only one feature movie shot at the same time. Both cameras at the same time.
And again in a later interview:
People don't understand, for example, technical aspects of "The Room." That I shot it in two formats: HD and 35mm. What you see in the theater is a 35mm format. Why? Because it's better, etc, etc. But I still shot it on both formats. It's not just because I said so. It's because every time in Hollywood, they didn't want anything in HD, for your information. That's a fact. When you go way, way back you can see certain data that explains that Hollywood is afraid. Again, the system was set up on 35mm. Keep in mind, by now we convert some of the classic movies to HD. But the fact is fact. Film is the film. You know? You cannot change that. I don't care how much you improve the technology that you have today. A lot of people are shooting on HD, as you know. It seems to me we can use technology for art. But it's very expensive. That's another aspect that people don't realize. I don't care who you are, you will still spend money. I don't care what camera you use. You know, you can use your iPhone and shoot some scenes. But the fact is you can't bring it to 35mm because it's grainy, etc, etc. I always encourage people and say before you do something, please do research first. That's about directing and acting and anything you do. Anyway, continue, move on [laughs]...