Terry Gilliam (Brazil, Fear And Loathing In Las Vegas) may be a visionary film director but the jaw-dropping scale of that fantastical vision frequently proves his undoing (The Adventures Of Baron Munchausen, anyone?)

Given his track record of folly, it seems inevitable that the director’s long-cherished dream to film Don Quixote would see the windmills knock him right on his arse. And indeed so it came to pass, as Pepe and Fulton’s ‘making-of’ (or rather ‘un-making of’) film illustrates.

Six days into the shoot, after freakish flash floods, the loss of leading man Jean Rochefort and a $32 million bill, Terry Gilliam’s The Man Who Killed Don Quixote closed down forever, but his nervous breakdown lives on in Lost In La Mancha.

As a documentary, this is far from the most crafted piece of film-making, nor indeed the most dramatic, for watching the investors and the insurance adjusters coming into a beseiged production was never exactly going to be the most enthralling spectacle. Still, the relentless pile-up of misfortunes becomes increasingly compelling, and the fleeting glimpses of what might have been are enough to make this compulsary viewing material for film fans. Lost In La Mancha may have been a failure, but it was truly a magnificent one.