The entire Mr. Show principal cast appears in the movie, even Tom Kenny, who was absent for 7 episodes of Season 4. The only core cast member not to appear is Jay Johnston.
Troy Miller shut-out Bob & David from editing the movie and did it how he wanted. In Bob & David's words, his editing ruined the movie. They don't want people to see the released version, rather they would like to get their own cut of the movie released.
After airing at the Sundance Film Festival and other film shows, New Line decided not to release the film in theatres.