Acclaimed director Martin Scorsese is working on a documentary starring THE Rolling Stones. Scorsese will film the band's upcoming concerts at New York City's The Beacon Theatre between 29 October and 31 October (06). It is not clear if the documentary will encompass the band's entire history or just their current A Bigger Bang tour. Scorsese's last foray into rock documentaries was the acclaimed Bob Dylan documentary NO DIRECTION HOME.