Lost in La Mancha may be the first DVD behind-the-scenes bonus feature to warrant its own DVD release. The punch line, of course, is that there were no scenes to go behind; it's a "making of" movie of a movie that never got made.

In September of 2000, filmmaker Terry Gilliam went to Spain equipped with $30 million of foreign money, a small international crew (including documentarians Keith Fulton and Louis Pepe), and a cast of stars like Johnny Depp and Jean Rochefort to make a film inspired by the epic fable of Don Quixote. Sounds like a great plan--a maverick visionary tearing into the story that, in many ways, has been an element in all his films, and no Hollywood machine in sight.

Alas, the $30 million, despite being a massive budget by European standards, was only half of what was required to bring Gilliam's tale--an update of Cervantes that involves a time-traveling ad executive (Depp) who meets and presumably kills the crackpot knight--to the screen. He knew this going in, but forged ahead anyway. After two months of preparation and just one week of shooting, Gilliam stopped forging, because within moments of its getting underway, the production succumbed to what the Italian cinematographer refers to as "la sfiga"--a somewhat vulgar term that means, in this case, "the opposite of luck." Wounded actors, torrential rains, and unsigned contracts beset the filmmakers until their enthusiasm buckled under the strain.

Fortunately for those who like to watch as hope, tempered by doubt, turns to "sheer panic," Fulton and Pepe were on hand to document the downfall. Their documentary is interesting at first because it's a cut above the typical studio-sponsored behind-the-scenes short we're so used to seeing. It's not just a bunch of actors braying about their characters and the genius of the director. Instead, Fulton and Pepe focus on the work of pre-production, before the actors even show up: the world of Polaroids and storyboards, of tests and more tests. We see Gilliam making endless phone calls and decisions, bringing together random elements, bending chaos into function. And then just failing. Function yields to chaos, the crew scatters, and Gilliam is left alone in his hotel suite, while a statue of Quixote greets tourists outside.

What makes Lost in La Mancha worthy of wider interest is that the payoff we expect from such a film--AKA the happy ending, after the premiere, when all the hard work and craziness is rewarded--isn't forthcoming. Which we know going in. So the whole creative process, which is founded on the expectation of filming the unfilmable, winds up feeling not like the noble endeavor we imagine art to be, but rather like an exercise in futility.

But that's where things become really interesting, and really depressing. Because Lost in La Mancha is, let's face it, a kind of genre piece--in the mad-filmmaker genre; there are certain tropes we know to look for. Chief among them is the director's metamorphosis into a version of his own main character. While making Apocalypse Now, Francis Ford Coppola went off the deep end and "became" Kurtz and Willard, or so the makers of Hearts of Darkness argued. Now we have Gilliam, whose past triumphs (Brazil) and defeats (The Adventures of Baron Munchausen) on the battleground of cinema have been well chronicled, mano a mano with literature's ultimate symbol of noble futility.

Fulton and Pepe make the parallels plain, cutting between Doré illustrations of the man from La Mancha and manic interludes with the director of Brazil--a man who "sees things that other people can't see"--as he struggles in vain with the vicissitudes of a doomed production. Sometimes the connection is even more literal, as when Gilliam is seen scouting locations in the Madrid hills with modern wind harvesters spinning in the background. The crew (a kind of collective, polyglot Sancho Panza) talks about the impossibility of his dream. Everyone, it seems, wants to see Gilliam, with his lunatic bravado ("If it's easy, I don't do it"), theatrical laugh, and epic imagination, as Quixote. But while it's a tempting association, it doesn't stand up to scrutiny.

Once the troubles begin in earnest, the director is anything but quixotic. Quite the contrary--he's an island of rationality, mentally scrambling to find a way to solve the mounting problems and slowly realizing that he can't. He doesn't go off, arms flailing, into the maelstrom of setbacks, and he doesn't die (or kill, as others have) trying to make his vision a reality. He flies without a net--but when he falls, he goes back to the drawing board. That's because, unlike the Don's windmills, Gilliam's giants are real, and unlike the people watching this impossible dream unravel, he's fought them before.