For background on Ledger + this role in The Imaginarium of Doctor Parnassus see my Dark Knight post (for explanations of the MK themes in Imaginarium, Heath's MK+death and such; the above [ones showing the stage's occult iconography are pretty old] images [included to show the all seeing eye in a triangle motif ((of illuminism/"Illuminati")) + all the other symbolism ((Janus, sun, various symbolic serpents etc))] are in that DK post [+ lots more obviously]; this will get posted elsewhere, apologiez if it's already been posted in this context). The first clip is pretty mind-blowing (+Lily as Eve/original sin), what with (after focusing on the British monarch's head, zooming out to reveal..) the checkerboard illusion... "Oh late late, for a very important date. Gosh I can't tell you how many times I've heard that in my life!" The Wonderland/White Rabbit reference cracked me up admittedly, showing his total MK (hence having heard it so many times in his life, led down the rabbit hole). Also see Heath Ledger/Lily Cole labels (post more on Lily shortly, remember she's also referenced Wonderland/the White Rabbit [white rabbit = programmer; Alice/victim follows it down the rabbit hole into Wonderland/dissociation, see Disney/Alice post for more detail, particularly the magic mirror dissociation theme which is more relevant]).
Ledger filming the scene where he's dressed as a clown above (see linked DK post for the significance [joker/clown]).
Notice the Illuminati All Seeing Eye on Lily's carriage (Lily's lines are worth noting; first of all saying she's underage [remember she is the Eve/original sin allegorical figure at top, 'forbidden fruit'], then "Sweet 16, the age of consent" ;).
Dr. Parnassus' ("Dr."/symbolic programmer [illusion is a huge part of MK]) travelling "Imaginarium" wagon.
"Enter the Wondrous World of Illusion" This film is one of the most symbolic of MK'd puppet performers/Hollywood mind control slaves (as the "Dr." in his traveling "Imaginarium" wagon transports them [and transforms them] to an alternate reality through a magic mirror [again see the linked Disney/Wonderland post for more on that MK], [changing their persona/identity, see MK'd Depp with his mask at the end]; their MK'd existence is used for entertaining the masses on the street.) Each of the 3 'alters' are likely MK'd actors themselves: "One of the central devices is a magic mirror which people fall through into the imaginarium where characters see what they want to see [dissociation symbolic] – whether it is giant shoes, jellyfish in space or just somewhere to get a beer. Ledger’s character falls into this fantastical world three times, which got Gilliam thinking about having three actors." [guardian review source; some of Gilliam's comments are interesting, the "mystical force" at work keeping this film together, his "love of snake oil seller" mass-murdering puppet Tony Blair (he says he based Ledger's character partly on him).]
All Seeing Eye in a triangle symbolism on the elephants shaped castle/tower/base near the end.
Lily's playing card" (slaves are often symbolized as things that are 'used in a game' like playing cards/chess pieces and other things) is symbolically covering the eye in the triangle.
Depp with his Imaginarium Ledger mask.