Second film was Lost In La Mancha.
This was intended to be a making of documentary for Terry Gilliam's film The Man Who Killed Don Quixote. Unfortunately, the film was not completed due to a string of disasters (it was hardly begun, really, just six days of filming).
This is hard work to watch - you see Gilliam and the other main crew falling apart as things get worse and worse. It's like a slow crash happening, with the crew aware even at the beginning (as preproduction starts) that things aren't good. They have only half the budget they originally wanted, for example. It's also depressing because you can see that the film would have been great - it looked like it could have been one of Gilliam's best.
It's an interesting piece, just showing parts of the film-making process that you don't usually see or think about in action.