Matthew Barney doesn't care about man. He cares about the superman. Or something.
He funds all his projects through Barbara Gladstone gallery. His projects are relatively inexpensive compared to feature films. Cremaster 4 was a pretty low budget video that he made when laser disks were the preferred way to sell art video. He would sell the videos in handmade vitrines for hundreds of thousands of dollars (don't quote me on this), and each project got progressively more expensive as each project's videos, sculptures-related-to-videos, and props caught more money on the art market. But Barbara Gladstone is basically Matthew Barney's patron.