Derivative Financial Instruments (Details) (USD $) In Millions, unless otherwise specified	12 Months Ended						12 Months Ended			1 Months Ended
	Dec. 31, 2011	Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2011 Cash Flow Hedging	Dec. 31, 2011 Other noncurrent liabilities	Dec. 31, 2010 Other noncurrent liabilities	Dec. 31, 2011 Interest Expense	Dec. 31, 2010 Interest Expense	Dec. 31, 2011 Interest Rate Swap	Mar. 31, 2007 Level 3 Financing, Inc. derivatives	Mar. 31, 2007 Level 3 Financing, Inc. Interest Rate Swap, Agreement One	Mar. 31, 2007 Level 3 Financing, Inc. Interest Rate Swap, Agreement Two
Derivative [Line Items]
Notional Amount of Interest Rate Cash Flow Hedge Derivatives	$ 1,000									$ 1,000	$ 500	$ 500
Basis of interest payment										LIBOR	three month LIBOR	three month LIBOR
Fixed interest rate paid under agreement (as a percent)											4.93%	4.92%
Interest Rate Derivatives
Interest rate swaps, Number of Instruments				2						2
Fair value, Derivatives designated as hedging instruments
Cash flow hedging contracts					90	108
Amount of gains (losses) recognized in Other Comprehensive Loss, Derivatives designated as hedging instruments
Cash flow hedging contracts	18	(16)
Amount of gains (losses) reclassified from AOCI to Income/Loss (effective portions), Derivatives designated as hedging instruments
Cash flow hedging contracts - Interest Expense							46	46
Net losses on the interest rate swaps that will be reclassified into earnings during the next twelve months									46
Embedded equity conversion rights located in Other Income (Expense) - Other, net	$ 0	$ 10	$ 14