Lost in La Mancha is a 2002 documentary film about Terry Gilliam's unfinished film The Man Who Killed Don Quixote, a film adaptation of the novel Don Quixote by Miguel de Cervantes. It was shot in 2000 during Gilliam's first attempt to make the film with the purpose of being its making-of, but Gilliam's failure in making the movie led it to be retitled Lost in la Mancha and to be released independently.
Written and directed by Keith Fulton and Louis Pepe, Lost in La Mancha presents Gilliam's quest to make Don Quixote as a parallel to Quixote's quest to become a hero. It co-stars Johnny Depp, Jean Rochefort, and Vanessa Paradis, all supposed to star in The Man Who Killed Don Quixote, and is narrated by Jeff Bridges.