Jak się masz?
Baron Cohen is an incredibly talented actor. Not only is most of the movie apparently unscripted, but most of the other people in the movie don't even know they're acting. Improv is hard enough when all the players know the plot. This is more than simple improv; it's street theater--80 minutes of Candid Camera. Keeping in character, keeping it funny, and daring to take it over the edge with street punks, drunks, and rabid rednecks takes a combination of talent, intelligence and courage that's unfortunately extremely rare.
Pinning down the details of how the movie was made and what's really going on is difficult, because Sacha Baron Cohen tends to slip into his Borat persona when questioned, and pretends not to know who Baron Cohen is. One thing I'm curious about is why exactly he picked Khazakhstan as Borat's homeland, rather than, say, Uzbekistan or just a made-up third-world country.
Anyone who thinks that Borat is making fun of Jews or Khazakhs really doesn't get it. In fact, it's the very people who think that way that the movie is really attacking. As has been pointed out ad nauseum, Baron Cohen himself is Jewish, but so what? That doesn't necessarily mean he can't--wittingly or unwittingly--put down other Jews. But looking at the movie itself, the only actual Jews in it are the sweet old Jewish couple who own the b&b. And they come off the very best of anyone in Borat.
As for Khazakhstan, the movie version is so far from the actual place that its portrayal can't be taken as a satire of it. Khazakhstan covers roughly a million square miles, and has a population of roughly 16 million. It's been an independent nation since 1991, the dissolution of the USSR. Khazakh, a Turkic language written in the Cyrillic alphabet, is the national language. It is spoken by the ethnic Khazakhs who comprise over half the population.
Borat speaks a mishmash of languages in the movie, none of which, except Russian, is spoken with any degree of statistical importance in Khazakhstan. The opening line of the movie is, "Jak się masz? My name is Borat." Jak się masz is Polish for "How are you?" I also picked out the Polish phrases dzień dobry ("good day"), dziękuję ("thank you") and dobranoc ("good night"). There must have been many more. I know there was Hebrew and Yiddish thrown in, too--by characters who were supposed to be Jew-haters of Turkic ancestry. Only funny if you're smart enough to understand it.
I guess that Sacha Baron Cohen was skewering the bigots who revealed their ugly sides to the camera. Certainly not the groups that his Borat character was cheerfully badmouthing. But mainly and most definitely all those people too dumb to know that in Khazakhstan they don't hold "the Running of the Jew." Or give trophies to prostitutes. Or greet each other with "Jak się masz?"