His most critically heralded film was the mind-bending adventure Brazil, which was a commercial flop. But perhaps his biggest and most defining failure is the movie that this tenacious filmmaker has yet to complete, The Man Who Killed Don Quixote. Gilliam first tried to shoot his adaptation of Miguel de Cervantes' Don Quixote back in the fall of 2000 with recurring collaborator Johnny Depp set to star. However, the production fell apart in a most fantastic fashion, which was immortalized in the behind-the-scenes documentary Lost in La Mancha.