Most brands have an interesting story--the trick is articulating that interestingness in entertaining, understandable and relevant ways. In "The Walk" we learn things about the scotch, such as why by 1860 Johnnie Walker bottles were square-shaped (less breakage/more bottles per shipment) and why the label is tilted to 24 degrees (larger type for unmistakable shelf presence). Pretty cool. The video is filled with things like that.
Oh, and an interview with director Jamie Rafn can be found here.