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As far as the interviews go, the reactions are probably real:

Most of Borat's victims were ensnared in a similar way. They would be contacted by a woman calling herself Chelsea Barnard from a fictional film company, One America Productions.

They would be told about the foreign correspondent making a film about life in the US, with the pitch tailored to each person's specialist subject.

Then on the day of the interview, they would be presented with a release form at the last minute, be paid in cash and, finally, Borat would amble in, beginning with some serious subjects before starting his provocative routine.

http://news.bbc.co.uk/1/hi/entertainment/6071486.stm