Nowadays there seems to be an endless stream of documentaries about movies being made. “Back Story” on AMC treats of older pictures and “First Look” on HBO upcoming ones; and that just scratches the surface (just think of the “extras” on DVDSs). But documentaries about pictures that weren’t made–films abandoned during production–are much rarer. Until now the best-known of them was probably “The Epic That Never Was,” Bill Duncalf’s fascinating 1965 BBC piece about Alexander Korda’s ill-fated 1937 adaptation of Robert Graves’ “I, Claudius” and “Claudius the God.” Perhaps one should add to it the 1993 version of Orson Welles’ 1942 project “It’s All True” by Richard Wilson, Myron Meisel and Bill Krohn, though it’s more a reconstruction than a documentary. But “Lost in La Mancha” certainly qualifies as an example of this very select genre. What began as a straightforward effort to record Terry Gilliam’s making of “The Man Who Killed Don Quixote,” a typically imaginative “adaptation” of Cervantes, in 2000 accidentally became instead a record of how the too-tight budget, inhospitable Spanish locations and indisposition of the picture’s star, Jean Rochefort, led to the project’s unraveling after only a few days shooting. The picture is a minor masterpiece of moviemaking tragicomedy that will fascinate buffs, though its appeal to a wider audience is doubtful. At the very least it will certainly deter many would-be filmmakers from taking up their cameras in the first place.

Narrated straightforwardly by Jeff Bridges, the picture begins by recalling what’s called the curse of Quixote–the hex that apparently follows filmmakers drawn to Cervantes’ novel as source material. Its most notable victim was, of course, Orson Welles, who struggled unsuccessfully for much of his life to bring the knight to the screen. Gilliam, an energetic, driven fellow, has been similarly obsessed for years–indeed, many of his earlier projects have themes in common with the novel, and the screenplay he’d fashioned with Tony Grisoni (a longtime collaborator) is typically imaginative, involving a twenty-first century ad executive thrust in the past to serve as an uncomprehending Sancho Panza. But because of his reputation for being difficult and unreliable (largely caused by the fiasco of “The Adventures of Baron Munchausen,” for which, we’re told here, he wasn’t really responsible), it took him years to scrape up a $32 million budget totally from European sources–a considerable sum, perhaps, but one the pre-production crew themselves recognize is not only extra-tight but inadequate even under perfect circumstances. Unfortunately, the circumstances prove far from perfect. The stars who had signed on (Rochefort, Johnny Depp, Vanessa Paradis) were unavailable for joint rehearsals and arrived only in time to start shooting in the Spanish plains. There disaster followed disaster. Planes roared overhead, ruining carefully prepared shots. A downpour of biblical proportions literally washed away the company. And Rochefort, already concerned about his health, retreated to Paris for medical treatment with spinal problems; even if he returned, the chance that he’d be able to ride a horse were slim. Even with ample funding the mounting problems would have endangered the production, but the tight budget doomed it.

Watching things collapse around Gilliam has moments both funny and sad. Some episodes, in which the company must stage a scene for the benefit of visiting investors despite a looming shutdown, is both hysterical and poignant. And witnessing the search begin for scapegoats is a revealing glimpse of the business. Ultimately, though, the documentary makers (Lucy Darwin, Keith Fulton and Louis Pepe) take a stance that exhibits more resignation than disdain: they obviously admire Gilliam and sympathize with his plight. And it’s easy to agree: the few shots we glimpse from “Quixote” have considerable style and grandeur.

The final crawls to “Lost in La Mancha” indicate that despite the reservations he’d expressed about resuscitating “Don Quixote” after the debacle recorded here, Gilliam is now interested in retrieving his script from the insurance company and restarting the project. If he’s ultimately successful in getting the picture made despite the “Quixote curse,” this documentary will become probably the only film ever made about a picture initially abandoned but then completed. Talk about a specialized sub-genre!