Speaking with the Sun newspaper, Muse front man Matt Bellamy has noted how the band often has to bribe local councils, police and promoters thousands of euros so that they can use elaborate pyrotechnics in their stage show.
"Everywhere you go there are problems. We have accountants and lawyers arguing with all sorts of local councils and police and promoters.
"In Rome, we had to bribe people with thousands of euros just to be allowed to blast our fire effects. We had to phone the British Embassy in Rome and argue with some official.
"If you want to do things like this on the move, it's quite a big deal. It's pretty bloody expensive, though. It's mind-boggling how much, actually."
As Bellamy notes, the band is at a place in their career where they are willing to take the financial risk to put on an impressive show.
"We're at a point where we don't need to hold back. We can do something that might bankrupt us all. Its good to take risks sometimes."
The band - completed by Dominic Howard and Chris Wolstenholme - are known for making their live show even bigger each time they tour, and Matt sees it as his duty to push the limits in the name of science fiction.
Bellamy said: "We're trying to fly the flag for not giving up on striving for something bigger. Striving for a little progress.
"We could always whip out the acoustic guitars, get around a campfire and start singing about how we should all start becoming hippies, smoking spliffs and growing vegetables. Which I'm totally in favour of, I do most of those things on a regular basis. But I think there's still a side of me that was into the science fiction dreams growing up that doesn't really want to let go of that.
"I think that's reflected in this tour, we're at a point where we don't need to hold back. We can do something that might bankrupt us all. Metaphorically or creatively speaking, it's good to take risks sometimes."