Krippendorf's Tribe (1998)

A university professor is paid to find the last undiscovered tribe of New Guinea. When he fails to find the tribe, he comes home, and rather than admitting that he's failed, he gives a lecture about the Shelmikedmu tribe (named after his children: Shelly, Mike, and Edmund) and then has his family dress like "Shelmikedmus," so that he can film them as proof of his discovery.