Matte boxes can be prohibitively expensive, running into the thousands but are really a necessity for many filmmakers, as they offer both control over incoming light and a method for attaching filters.
They can be large and heavy, often needing rod supports to mount them to your rig, making for a larger setup. For some shoots this is fine but for single operators, more confined locations, or where handheld is the order of the day that just doesn’t cut it.
