The funnyman was shooting scenes for the upcoming film in a Southern state last year with a group of deer hunters.
But the unsuspecting participants in the movie reportedly became angry when the star, in character as the flamboyant Austrian fashion journalist, stripped off and pranced naked around their campsite.
The hunters are then said to have turned their guns on Cohen, who was forced to flee with his film crew, according to British newspaper the Daily Mirror.
A source tells the publication, "The crew thought something serious would happen, they were in the middle of nowhere. The hunters thought he was an Austrian TV presenter doing a travel piece. But his behavior became outrageous. He said they were all like Sex and the City girls and it all went downhill from there.
"Everyone had turned in for the night when Sacha started dancing around the campsite naked. They immediately went for their guns and loaded them in front of the camera. He tried to calm them down, but they were furious so they had to get out of there. Everyone was really shaken up by it all."
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