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Dior’s Shanghai Lady

David Lynch and Marion Cotillard discuss shooting the third episode of the online Lady Dior handbag saga, which will be unveiled this weekend.

From the making of “Lady Blue Shanghai.”

PARIS — The third episode of the online Lady Dior handbag saga, “Lady Blue Shanghai” — a mini movie directed by David Lynch and featuring Marion Cotillard — will be unveiled in Shanghai on Saturday in tandem with the showing of Christian Dior’s cruise collection. The film will then go up on the brand’s Web site.

“It’s about memory,” Lynch said of the 12-minute movie, following a screening in Paris last month. “And then, when you remember, it’s different.”

The love story is enigmatic, rich in mystery and flashbacks. The action centers around Shanghai’s iconic Pearl Tower and Cotillard fretting about a Lady Dior handbag (which emits light and fog) that appears in her hotel room. The director of “Blue Velvet” also interjected a blue flower as a prop.

For both Cotillard and Lynch, the two-day shoot for “Lady Blue Shanghai” in December marked their first visit to the Chinese city. Lynch liked its people.

“The surprise, I think, was traffic jams and the fact that the city never ended,” he said. “You could drive for an hour and a half and never be out of Shanghai. And the amount of construction that was going on — 4,000 construction sites during the time we were there. So it’s an incredible, fast-changing [city].”

Meantime, Cotillard was struck by the Pearl Tower.

“It is pretty amazing because, when you are on top of it and you walk on this glass floor, you see the whole city under your feet,” she said.

Cotillard described her character in the Dior spots as “someone connected to her time and also connected to all the history of many things — the history of women, the history of fashion and of life. She’s also someone who has a vision of this time we live in and a global vision of our world and the way a woman lives in it. I think she’s someone who travels — travels in time, travels many places.”

One memorable moment during the filming came in a dance scene, which doesn’t appear in the movie but is in an accompanying clip. “The floor was uneven and [Marion] was in high heels, so she fell over,” recalled Lynch. “It was scary and funny, both.”

To him, short-format work differs entirely from full-length films.

“I always learn something on every commercial,” said Lynch, who has lensed another advertisement for Dior — for the Fahrenheit men’s fragrance. “One of the reasons is that technology is moving fast. Sometimes commercials have more money, so you are using the latest and greatest technology. You learn things. You learn about more and more possibilities, and you meet new people and [go to] new places, so it’s great. These short films are interesting to do.”

On the longer-format front, Lynch is working on a documentary about Maharishi Mahesh Yogi. “The story is really about knowledge, and it is very abstract, and so I don’t know exactly how I am going to tell [it],” he explained.

Cotillard remembered her first encounter with Lynch, one of her filmmaking icons. “It was in Los Angeles, and I went to his studio. He arrived and I could see myself as a kid watching all his movies when I was not allowed to because they were sometimes too weird or violent. And we started talking,” she related. “I tried to behave myself like a normal person and not jump all over the place. At a certain point I told him, ‘You know, I have to tell you something. I can’t believe I am here, I can’t believe I am talking to you.’

“Before I met David Lynch, I knew that he’s a director you can trust, because when you watch his movies, he respects people, life, everything — movies, music, lights, sound,” continued Cotillard. “He has this energy of respect. And so it was two unforgettable days.”