Writer and Director Terry Gilliam His film Lost in La Mancha is now out on video and DVD. It is a documentary about Gilliam's failed attempt to adapt the story of Don Quixote to the screen. The film Gilliam was supposed to make was titled The Man Who Killed Don Quixote, starring Johnny Depp, Vanessa Paradis and Jean Rochefort. Gilliam was a member of the legendary Monty Python comedy troupe. He wrote and directed a variety of funny and often outrageous films: Monty Python and the Holy Grail, Brazil, The Adventures of Baron Munchhausen, 12 Monkeys and the more recent Fear and Loathing in Las Vegas, an adaptation of the Hunter S. Thompson novel. This interview first aired January 30, 2003.