About seven or eight years ago, Michael Stipe had a dream. Stipe and his R.E.M. band members had been talking about breaking up the group for years, and Stipe was in the process of writing their final songs when, one night, he saw himself asking his neighbor Kirsten Dunst and his longtime friend, the artist John Giorno, to star in the band's final music videos. In his dream, they both said yes.

In real life, their response was the same, after Stipe made the asks in-person. Which is how the actress and the artist found themselves pressed up against a white wall in Stipe's Tribeca apartment in 2011, as he stood nearby playing them "We All Go Back to Where We Belong." And though Dunst had known Stipe for years by then, and was a longtime fan of R.E.M., she didn't take especially well to the experience of being filmed during the listening session—in particular, the fact that Stipe gave her zero direction. "It was a little too intimate, and she was shocked and a little horrified," Stipe recalled recently.

The end result, in which Dunst alternately looks at the camera, stares shyly off to the side, and smiles very self-consciously, "was a beautiful human moment," he added. In other words, it was precisely what Stipe had set out to capture.

All that was magnified even further when it came time for Giorno to do his take. After all, the artist, who was a lover and cinematic subject of Andy Warhol, is a long-time pro at doing the unexpected on film: Back in the '60s, he starred in Warhol's film Sleep, which is exactly what it sounds like, with Giorno lying asleep for more than five hours. "Of course he knew what Warhol’s screen tests were, which is what these are based on," Stipe said. Which is how he decided to push Giorno a bit further and, for the second and final take, surprised the artist by singing the song a capella, producing the same intimate, slightly embarrassed reaction that was, as Stipe explained, "exactly what I dreamt."

"When something changes, I just go with it," Giorno said at his reunion with Stipe at the after-party at the Public hotel for the city-wide, massive exhibition called "Ugo Rondinone: I ♥ John Giorno," which opened at 13 venues across New York City on Wednesday night. The festival, as it's being referred to, features work by Giorno; his husband, the artist Ugo Rondinone; and their artist friends, including Stipe. Their music video, We All Go Back To Where We Belong, John, 2011, will be screening on the High Line every night for the rest of summer.

Giorno's openness is also why, about a year and half after he, Stipe, and Dunst had shot the videos, and six months after they had been published, Giorno wasn't phased when Stipe announced to the world—and to Giorno and Dunst—that R.E.M. was calling it quits, meaning that the artist had ended up the star of the band's final music video. "I knew Michael, so I understood," Giorno, who's now 80, but far from giving up on his own "habit" of making art, said.

It was at someone else's afterparty, in the '90s, where Stipe and Giorno first met. The musician was in Kansas with Patti Smith to celebrate their friend, the writer William S. Burroughs, when a man who had also performed beckoned Stipe over to the corner of the party. Later, Giorno and Stipe reconnected back in New York. "My favorite memory of John is just dancing with him in his apartment, when I don't think there was even music," Stipe said. "This is the thing about John: You don’t need music to dance."

"He’s got great moves," Stipe added. In fact, there is now a painting on view in a show at Hunter College by Kendall Show, depicting his friend, a 26-year-old John Giorno, dancing in the nude, that serves as proof.

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