Oh, and if you look at the amount PER SCREEN, that may be an all time record.
The all-time record is Spiderman's opening weekend of $31,768 per screen. Based on just this Friday estimate, Fahrenheit 9/11 is on track for $28,341 - but keep in mind the numbers typically go up on Saturday and again on Sunday. Either way, it will be very, very close to the record (the only other one I know of in the ballpark was Blair Witch Project with a $26,528 opening weekend average).
Oh, there are four more films with $25,000+ per screen openings: Passion of the Christ ($27,554); Shrek 2 ($25,951); Matrix Reloaded ($25,471); Star Wars: Episode II ($25,317).