By Go Ask Alice
In the film Eyes Wide Shut, the place where he gets his costume was "Over The Rainbow". Earlier in the film two models, one who is a Windsor, invite him to go "where the rainbow ends". The dream his wife has about infidelity with many men, could actually be part of a "dissociative personality" and her character could be a mind controlled slave.
The movie is of course quite interpretive, but research into these things, particularly the rainbow imagery, led me to this revealing article about The Wizard Of Oz, the occult, and the occult affiliation of it's author.