Stills from the Salvador Dalí-designed dream sequence in Spellbound (1945, dir. Alfred Hitchcock)
“Amusingly enough, a great many psychiatrists and analysts (i.e., film critics) have had a great deal to say about my movies. I’m grateful for their interest, but I never read their articles, because when all is said and done, psychoanalysis (i.e., film criticism), as a therapy, is strictly an upper-class privilege.
Some analysts - in despair, I suppose - have declared me ‘unanalyzable,’ as if I belonged to some other species or had come from another planet (which is always possible, of course). At my age, I let them say whatever they want. I still have my imagination, and in its impregnable innocence it will keep me going until the end of my days.
All this compulsion to ‘understand’ everything fills me with horror.”
-Luis Buñuel, in his autobiography My Last Sigh
Salvador Dalí sketching Harpo Marx (1937, via).
Dalí, a huge Marx Brothers fan with a particular admiration for Harpo, whom he viewed as “the most surrealist figure in Hollywood”, sent him a harp with barbed wire for strings and forks & spoons for tuning knobs as a Christmas present in 1936. Delighted, Harpo wrote Dalí that he would be “happy to be smeared by you” if the artist ever found himself in Hollywood. The next month Dalí arrived, brushes and easel in hand. The resultant painting is lost, but a monochrome pencil-and-ink study has survived (here).
Dalí wrote an entertaining, if rather implausible, account of this meeting in a 1937 Harper’s Bazaar article:
“I met Harpo for the first time in his garden. He was naked, crowned with roses, and in the center of a veritable forest of harps (he was surrounded by at least five hundred harps). He was caressing, like a new Leda, a dazzling white swan, and feeding it a statue of the Venus de Milo made of cheese, which he grated against the strings of the nearest harp. An almost springlike breeze drew a curious murmur from the harp forest. In Harpo’s pupils glows the same spectral light to be observed in Picasso’s.”
Dalí later wrote a script for a Marx Brothers movie, Giraffes on Horseback Salad, which included, among other things, burning giraffes wearing gas masks & Harpo catching dwarves with a butterfly net. The film was never made. Groucho Marx, that killjoy, claimed to have scuttled the project: “It wouldn’t play.”
Rose Hobart & the erupting Mt. Bombalai in Rose Hobart (1936, arranged/edited by Joseph Cornell)
“Salvador Dali was beside himself with envy. He had always been prone to jealous rages, and Rose Hobart provoked his full malevolence. Halfway through the movie, there was a loud crash as the projector was overturned. ‘Salaud (Bastard)!’ came from Dali. Dali’s wife, Gala, pushed her way toward him and pleaded, ‘Calme-toi.’ But Dali could not be placated. ‘Salaud and encore salaud!,’ he shouted again and again, while members of the audience rose to restrain him.
Dali had good reason for envy. As critics would later remark, Joseph Cornell’s Rose Hobart ranks with Dali’s Un Chien Andalou as a masterwork of Surrealism - and in some ways it is a more radical work.
Dali lamented: ‘My idea for a film is exactly this, and I was going to propose it to someone who would pay to have it made….I never wrote it or told anyone, but it is as if he had stolen it.’ (Dali would later accuse Cornell of being “a plagiarist of my unconscious mind.”)
Cornell was deeply aggrieved by the incident. It had never occurred to him that someone as marginal as he could excite the envy of a world famous Surrealist. Thus Cornell was instructed firsthand in the unkindness of fellow artists. To the end of his life, he would recount the story whenever he was asked to screen his films, usually as a way of explaining why he must decline.”
-excerpted from Utopia Parkway:The Life & Work of Joseph Cornell
Simone Mareuil in Un Chien Andalou (1929, dir. Luis Buñuel)
“While spending Christmas with Salvador Dali in Figueras, I suggested to him that we do a film together. He said: ‘Last night I dreamt with ants swarming in my hand.’ And I said: ‘Oh! Man! I dreamt about a cloud cutting the moon and me cutting someone’s eye with a razor.’
We wrote the script in six days. We identified with each other so much that there was no discussion.”
Luis Buñuel, Salvador Dali, and (sister) Ana Maria Dali, circa 1929 (via)
“As a young man, [Salvador Dali] was totally asexual, and forever making fun of friends who fell in love or ran after women - until the day he lost his virginity to Gala & wrote me a 6-page letter detailing, in his own inimitable way, the pleasures of carnal love.
(Gala’s the only woman he ever really made love to. Of course, he’s seduced many, particularly American heiresses; but those seductions usually entailed stripping them naked in his apartment, frying a couple of eggs, putting them on the woman’s shoulders, and, without a word, showing them to the door.)”
-excerpted from Luis Buñuel’s autobiography, My Last Sigh
Salvador Dali - Study for the Scenario for The Surrealist Mystery of New York (1935)
“Outside his window, an anthropomorphic skyscraper is used for breeding hysterical mediums. One of these mediums escapes from the glacier and enters the head’s room and rushes towards him threateningly.
He prudently flees, but in her fury, the medium shuts the door, ripping off his hand. The medium is terrified to discover the horrible hole at the centre of the hand through which thousands of ants begin to emerge.
The hand writhes in agony and now becomes a horrible ball crawling with ants and a swarm of bees that have also come out of the hole.”
-excerpt from the prologue of Salvador Dali’s unrealized film script for The Surrealist Mystery of New York
Salvador Dali’s proposed poster design for his unrealized film project, The Surrealist Mystery of New York (1935) 
“Dali adopted the violence, sexuality and criminality of popular gangster movies for his project, although - like so many of his scenarios - it remains fragmentary in nature. Scenes [are] located across the city…including Fifth Avenue, Radio City, and the Museum of Natural History, but begin in Harlem, possibly as a deliberate evocation of Federico Garcia Lorca’s Poeta en Nueva York (1930).
Brief numbered and titled scenes then follow, including The Adorers of the New Fear, The Aging of New York, in which a Surrealist monument to the end of prohibition is erected, & The Cannibalism of American Films, in which a ‘severed arm pursues its cannibalistic desires.’” 
Un Chien Andalou (1929, dir. Luis Buñuel)
“The simplest surrealist act consists in going into the street with revolvers in your fist and shooting blindly into the crowd as much as possible. Anyone who has never felt the desire to deal thus with the current wretched principle of humiliation and stultification clearly belongs in this crowd himself with his belly at bullet height.”
-André Breton, Second Manifesto of Surrealism (1929)
Salvador Dali & Ingrid Bergman on the set of Spellbound (1945, dir. Alfred Hitchcock)
Bergman: “It was a wonderful sequence that really belonged in a museum. The idea for a major part was that I would become, in Gregory Peck’s mind, a statue. To do this, we shot the film in the reverse way in which it would appear onscreen…I was dressed in a draped, Grecian gown, with a crown on my head and an arrow through my neck.”
Above: Salvador Dali’s design for the deleted ballroom scene in the dream sequence from Spellbound (1945, dir. Alfred Hitchcock)
Below: Gregory Peck & Ingrid Bergman in the ballroom scene
“In order to create this impression [of oppressiveness and unease], I will have to hang fifteen of the heaviest and most lavish pianos possible from the ceiling of the ballroom, swinging very low over the heads of the dancers. These would be in exalted dance poses, but they would not move at all, they would only be diminishing silhouettes in a very accelerated perspective, losing themselves in infinite darkness.”
[Spellbound producer David O. Selznick, worried about costs, decided to suspend miniature pianos from the ceiling. To correct the consequent problems with perspective, the studio employed forty dwarfs to dance in the scene]
“The miniature pianos didn’t at all give the impression of real pianos suspended from ropes ready to crack and casting sinister shadows on the ground…and the dwarfs, one saw, simply, that they were dwarfs. Neither Hitchcock nor I liked the result and we decided to eliminate this scene. In truth, the imagination of Hollywood experts will be the one thing that will ever have surpassed me.”
-Salvador Dali, Dali News, 20 Nov. 1945