Documentary telling the story of director Terry Gilliam's unfinished film version of 'Don Quixote'. Featuring extensive on-set footage, the film shows how Gilliam coped (or failed to cope) with the illness of his star Jean Rochefort, unrehearsed extras, torrential rain, the destruction of his sets, and the concerns of his financial backers. After five days filming with Rochefort and co-star Johnny Depp, the former's ailments finally caused him to return home, but Gilliam continued the fight to get his film made....