Bowfinger

Z-grade film producer Bobby Bowfinger is extremely eager to direct a B-movie of his own and has saved up for it his entire life â he now has $2,184 to pay for production costs. He has a script ("Chubby Rain") penned by an accountant, Afrim, and a camera operator, Dave, with access to studio-owned equipment. Bowfinger then lines up several actors who are hungry for work; the only other thing he needs is access to a studio in order to distribute his masterwork.
He manages to extract a promise from a film studio executive, Jerry Renfro, that the executive will distribute the film if it includes currently-hot action star Kit Ramsey. Ramsey â a rather pompous, neurotic, and paranoid actor â refuses, so Bowfinger constructs a plan to covertly film (on an extremely low budget) all of Ramsey's scenes without his knowledge. The actors, told that Ramsey is method acting and will not be interacting with them outside of their scenes, walk up to Ramsey in public and recite their lines while hidden cameras catch Ramsey's confused reactions.
The plan goes well at first: Ramsey ends up starring (unknowingly) in the film. However, Ramsey (who is a member of a Scientology-like organization called MindHead) misinterprets the movie's sci-fi dialogue and believes he is being stalked by aliens, damaging his already-precarious mental state. He finally goes into hiding in order to maintain his sanity. This puts a hold on the film production, and leaves Bowfinger wondering what to do next.
A desperate Bowfinger resorts to hiring a Ramsey lookalike named Jiff. Jiff is kind, amiable and rather clueless. He even runs through a gauntlet of "stunt drivers" racing along a major freeway when asked. Eventually, he becomes depressed about his lack of acting talent, but another cast member assures him that his real talent is being an exact double for Kit Ramsey. Jiff is not sure "how much of a talent that is...I mean, I am his brother." Using this new knowledge, Bowfinger has Jiff find out Kit Ramsey's movements and the final, pivotal conclusion to the film is readied for shooting.
All Bowfinger needs to shoot is the final scene at an observatory, with Ramsey shouting the final line "Gotcha suckers!" During the filming, Ramsey becomes terrified and thinks that they are real aliens. At this point, Ramsey's mentor at MindHead, Terry Stricter, has discovered evidence that Kit's 'aliens' may not be just in his head. MindHead officials track Bowfinger to the observatory, and shut down production. It seems Bowfinger will never get his film. That is until his camera crew reveals that they were filming B-roll footage of Ramsey off-set, just in case they saw anything they could use.
What they got was footage of Ramsey donning a paper bag over his head and exposing himself to an amused Laker Girl Cheerleading Squad. Bowfinger shows the footage to MindHead, and blackmails them, threatening to take the footage public. Knowing that this material could ruin Ramsey's career (he is a major contributor to their operation), MindHead advises the star to finish the project. Bowfinger finally gets to sit at the premiere of a film he himself directed, and is awed. Following the arguable success of the film, Bowfinger receives a rare Fed-Ex envelopeâan offer to film a martial arts film called "Fake Purse Ninjas" starring Bowfinger and Jiff Ramsey.

Question: What was Ransey donning over his head?
Answer: Paper bag