Terry Gilliam has made of career of tilting at the windmills of the film industry, so it’s hardly surprising to learn that he’s been trying to give his own spin to Cervantes’ Man of La Mancha for years. In the summer of 2000, his dream was about to become a reality… or at least that was the plan. Filmmakers Keith Fulton and Louis Pepe — who’d previously documented the making of Gilliam’s Twelve Monkeys — were on hand for the final weeks of preproduction and the beginning of principal photography of The Man Who Killed Don Quixote when it all began to fall apart. From problems with money — Quixote would have been the biggest-budgeted film entirely financed from European sources ever made, which made some of the producers nervous — the sudden medical problems of the film’s star, Jean Rochefort, to the uncontrollable problems of location shooting, this is an intensely intimate look at the frustrations of ambitious, large-scale filmmaking and the point of which professional equanimity gives way to justifiable rage. The clips of Quixote we get a glimpse of, scenes with a time-traveling Johnny Depp (From Hell) as a reluctant Sancho, are an enticing tease — this would have been classic trippy Gilliam.