The NuArt says:

An epic masterwork, THE CREMASTER CYCLE is an evocation of the creative process by noted artist Matthew Barney. The five films, spanning genres and locales from a football stadium musical revue to a lyric opera in Budapest, encompassing a gothic Western, the Masonic secrets of the Chrysler Tower, and a motorcycle race along the way, were created out of chronological order, and each comprises a completely realized work in itself. Seen together and in numerical order, they travel from west to east to trace a metaphorical path toward fully developed form. Not available on DVD. Not now, not ever.