We came across this excellent short tutorial on a DIY video wall from Epic Light Media a couple of months ago and it still impresses us.
If you're interested in shooting against a video wall but don't want to spend the rather large amount of money its going to take to set one up, a clue on how Epic Light Media decided to create one for a corporate interview gig is in the pic below.
Okay, like we said at the top, it's sort of cheap; you still need the budget to buy three TVs and three TV stands, but these are three 75-inch 4K Roku Smart TVs from Walmart that cost them about $600 a piece. They then hooked those up to a Mac mini via a 4 channel video wall controller ($499 off Amazon) and cover the seam between the TVs with some white lightweight trim from Home Depot.
No, it doesn't give you a seamless image, but it does give you a pretty convincing and flexible window-based background that you can use on all sorts of gigs. Lighting took a bit of figuring out apparently, but have a look at the video below and see how they did it from about 4 minutes in. And while the set-up is not exactly no budget, it's certainly not the $50k or so an actual video wall would cost you.