Question re: Sergio Leone documentary

In the latest issue of the New Yorker there's a drawing of Sergio Leone in the film section. Beneath it in quotes is: "Once Upon A Time: Sergio Leone" implying that its a documentary playing somewhere in New York. Unfortunately either because of an editorial snafu or simply cuz they didn't bother, there's no entry for the film in their film section. Further investigation reveals that excerpts from the documentary are included on the Once Upon A time in America dvd. My question is: does the documentary exist apart from the excerpts on the dvd and, if so, is it available anywhere. I appreciate any input anyone may have!