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For more than 20 years, Theroux has explored a diverse range of fringe groups and personalities, from hanging out with 'America's most hated family', to embedding himself in mega jails and investigating the murky world of scientology.
Next on his hit list is SpaceX founder, Tesla CEO and intermittent richest person in the world, Musk.
Theroux previously earmarked Musk as the 'ideal interview subject' on his Grounded podcast, and he's hopeful the divisive billionaire could be open to him making a documentary.
"Never say never, right? He went on Joe Rogan's podcast," Theroux told LADbible.
"What I like about Elon Musk is he's beholden to no one.
"I mean, if he happens to listen to Grounded and thinks, 'Hey, that's a cool podcast series', then why not?
"We're a similar age, I think he might be a couple of years younger. So I could imagine a world in which he'd be into it."
Come on then Elon, make Louis and millions of prospective viewers very happy by letting the 50-year-old follow you around for a bit (yes, there's actually only a one-year age gap between you, if that seals the deal).
Elaborating on why exactly Musk represents his dream subject, Theroux said on his podcast: "To me he's like a comic book character from Spider-Man. Even the name Elon Musk sounds vaguely fictional.
"If you read about him, he's putting people in space; he made his millions out of electric cars - I guess that's not too weird; by mass marketing flame throwers that you could mail order online; and then building tunnels under Los Angeles so people could get places quicker.
"And now he's moving into brain implants, so you can phone people by blinking an eye. Kind of turning us into cyborgs."
Yeah, when you put it like that, getting the doc under the length of the Lord of the Rings trilogy might be his biggest challenge.
Time shall tell if Musk ever listens to Grounded (or reads this article), but until then you can sink your teeth into Theroux's latest documentary on another unusually-named eccentric - Joe Exotic.
Theroux first met Exotic - real name Joseph Maldonado-Passage - 10 years ago while making America's Most Dangerous Pets, in which he explored the alarmingly common US practice of keeping exotic animals in questionable conditions.
Now the focal figure of Tiger King is incarcerated, having been convicted of attempting to hire a hitman to kill animal sanctuary CEO and nemesis, Carole Baskin - as well as a series of violations of the Endangered Species Act, including killing five tigers.
In a bid to piece together the intervening turbulence and get a better sense of the story beyond the story, Theroux has revisited reams of unseen footage from his original documentary and returned to Oklahoma for a new feature-length special.
Louis Theroux: Shooting Joe Exotic will air on BBC Two at 9pm on Monday 5 April and will be made available on iPlayer.
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