One director's real nightmare makes for a hilarious documentary. Poor Terry Gilliam! His singular vision has brought movie lovers flicks like "12 Monkeys," "Monty Python and the Holy Grail" and "Brazil," but when the determined auteur tackled Cervantes' classic story of "Don Quixote," he was destined for failure. This entertaining behind-the-scenes documentary traces his repeated attempts - and ultimate failure - to film "The Man Who Killed Don Quixote." As Gilliam struggles to complete his masterpiece inthe Spanish countryside, the woes of Job rain down upon him. Johnny Depp, Vanessa Paradis and Jean Rochefort join Gilliam in his sad fate, "Lost in La Mancha" (2002).