From seeing the title Man on the Moon, I thought the movie was going to be related to the Earth's Moon like Apollo 13.
But the movie is a biography / comedy-drama.
Why does the movie have this title?
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This title is taken from 1992 song Man on the Moon that was written by the band R.E.M. who also created the soundtrack of this film.
The soundtrack for the film was written by rock band R.E.M., whose 1992 song "Man on the Moon" (originally written in honor of Kaufman) gave the film its title.
This song belongs to an R.E.M. song about Andy Kaufman from their album Automatic For The People.
Since this is a biography (with a few changes) of Andy Kaufman, maybe this is a way to honor him by taking the title of his movie from a song about him.
The title of the song Man on the Moon, and chorus refer to the moon landing conspiracy theories as an oblique allusion to rumors that Kaufman's death in 1984 was faked.
The term comes from a journalism theory that states: The more a topic appears in the news, the less people attention it would get, specially, compare to the first time that the topic has been broadcasted in the news. The best example of this theory is the news about landing of a person on the moon, or "Man on the moon". The first landing got the attention of the entire world. Although, after multiple landing, very few people cared about the landing news. This is what had happened to "Kaufman" life and his career. As film shows, whenever he found his shows became the "Man on the Moon", he changed his shows topics, or even shut them down.