It is from danish filmmaker Jorgen Leth, the scene appears in his art movie "66 scenes from america" which was filmed in 1981.
Jorgen Leth did not know Warhol, but he was a bit obsessed with him so he definitely wanted to have him in his movie. Friends told Leth that he "should forget about it" and that he could never even approach Warhol.
Anyways - leth was stubborn so when he came to new York for his movie he simply went to the "factory", the building Warhol had rented to work at and despite all other claims simply managed to get to Warhol's studio inside where he met Andy Warhol while he was currently working.
Leth just told Warhol about his movie and the idea of having Andy being one of the 66 scenes along with the highly "symbolic" burger. Warhol immediately liked the idea and agreed to the scene. Andy liked the scene as he said because it was such a real scene, something he would like to do.
So Andy Warhol agreed to come for filming a few days later.
Jorgen leth was a bit afraid that Warhol would not come. He had invited him to a photo studio in new York at 14th street/5th avenue that belonged to a friend of him.
Leth had his assistant buy some burgers and directly advised him to buy some in halfway neutral packaging as Leth was afraid that Warhol might reject some brands (Warhol always had an obsession with some of his favorite brands).
So Andy Warhol finally did arrive at the studio, of course along with his bodyguards, and when he saw the selection of burgers the assistant had brought he asked "Where is the McDonald's?" and Leth - slightly in panic - was immediately like "I thought you would maybe not like to identify... " and Warhol answered "no that is the most beautiful". Leth offered to let his assistant quickly run to McDonald's but Warhol refused like "No, never mind, I will take the Burger King."
Directing the video was pretty simple. Leth said to him: "You simply have to eat this hamburger. And then after you finished, you have to eat it, after you finish you should just tell the camera, to the camera, my name is Andy Warhol, I have just eaten a hamburger. "
Leth was worried during the taking as he forgot to give Warhol a glass of water and the bottle of ketchup was brand new, so it was hard to get it out. But being a real warhol there was only one take, one try, so Warhol pulled it through in just one take, roughly 5 minutes. But Leth liked the scene and how it came out, so that is why today you can see it here.