No director in history knows more about compromise than Terry Gilliam. Part and parcel of being a visionary is being constantly told you can’t get the shot. Forces of Darkness conspire to defeat you, often in the form of studio executives, sometimes in the form of Nature herself.
Right now, they have a great post documenting many of the challenges Gilliam has faced, from 1977's Jabberwocky all the way through next year's The Imaginarium of Doctor Parnassus, which was dramatically affected by the tragic death of Heath Ledger (Ledger was slated to portrayed one of the film's main characters). I can't imagine the fortitude it takes for a man like Gilliam, who's suffered countless setbacks, to keep pressing forward. I'd like to think that the visions he has for his movies prevent him from stopping.
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I have some respect for Terry's iconoclasm, but still, I can hardly follow whats going on in his movies, and I've tried, from Time Bandits on.
His signature is his oddball visuals. Nice. When he can make a movie with a narrative, then we can do lunch.
Welles notoriously had problems with studios, most notably with the recutting/reshooting of "The Magnificent Ambersons", and the subsequent choice of the studio to destroy the negative because it was taking up "storage space". I'd call that more than a minor setback.