Find someone who has money to burn (and there are a lot of tax schemes around the world such that a financier may be better off even if the movie never makes a penny, or may only have to make a small percentage back to break even), or save it yourself, or find a way to make the movie for so little money that it really doesn't matter.

I also know of one feature that was cancelled at the last minute when the financier was arrested for drug smuggling, so I guess money laundering is another route, but not one I'd recommend :). In another instance, the movie was shot but never finished, because it was only being used to funnel money out of a country with strict export restrictions: the financier couldn't send their money out of the country, but could set up a foreign production company and pay it to make a movie in that country...