He went to Egypt. But for Cecil B. Demille’s original (silent) epic The Ten Commandments, the Guadalupe Dunes provided the Egypt-y backdrop. It seems that for Hollywood the dunes provided a close (and, therefore, cheap) alternative to relocating a movie production to a real desert. The weird scenes in Pirates of the Caribbean: At World’s End were also filmed here. Here’s an informative article! (When we went, we stumbled across
the remnants of a George Lucas production.)