Most aren’t actors but they’re also aware they are being filmed but under a different pretense, for example the debutant ball part they were told it was part of a movie but not that it was borat, and they were all paid to be there. Once it unfolded the way it did they all stormed off to reception and got their phones back (as they didn’t want it filming so we’re taken off them at the door) and thats how it doesn’t end up all over the Internet, I imagine many of the scenes the same. They obviously have camera crew because the camera angle changes rapidly even in the shop while sending faxes, so it’s not like he just rocks up, they just give them an alternate story