Are you sure about that one? According to imdb.com, Pink Floyd: The Wall came out in 1982, but The Princess Bride wasn't until 1987. Unless you mean the 2014 Roger Waters version of The Wall? I thought that one was documenting how the whole concert and all of its props got put together.
Yeah, I have the movie, the one with all the animation and what not. It's a pretty cool rock movie from back when rock music used to be good. It's a disc I bought in 2000? 2001? It's the original version. There's a scene in it where Pinkie is watching "Dambusters" and Gibson is calling the dog as he's walking along, so it was a movie within a movie.
(This was a different question than the one about Princess Bride).