A depressing and horrifying documentary about how Terry Gilliam's attempt to make a film of Don Quixote collapsed during its first week of filming. The documentary begins two months before filming, showing the extensive planning and preparation: costumes, sets, casting extras. There are already warning signs at this stage: one of the stars still hasn't signed her contract and her agent is not being helpful; other actors aren't reachable; the budget is small and the schedule is tight, leaving no wiggle room if anything goes wrong.
Once filming begins, everything falls apart. Jean Rochefort, the actor playing Quixote, becomes ill. Extras have not been rehearsed and have to learn their movements during filming time. The location is next to a military airbase and jets repeatedly roar overhead, ruining shots. After the first week, only a few shots have been done and the schedule is in complete disarray, but there's no way to reorganize and the panicky investors and insurance company want to do something -- anything -- to fix matters, but Gilliam has lost hope.
In fact Gilliam is a study in tragedy through all of this; in one moving conversation with the first assistant director and the director of photography, he's the first person to voice the question they're all thinking, "How do you pull the plug on something like this?" Then there are meetings, lots and lots of meetings, and the insurance company takes over and boxes everything up. It's a truly sad ending. It's not quite clear what Gilliam's conception of the film was going to be, what with a time travel element and fighting puppets and goofy giants and all the other touches I would expect from him; it's difficult to say if the film would have ultimately been a great success, but it certainly would have been interesting.