In Cervantes’ ‘Don Quixote,’ a man besotted by romance novels goes crazy trying to live the fantasy of their chivalrous characters. The 17th Century novel is a satire, a comedy, and ultimately a tragedy. Filmmaker Terry Gilliam identifies with Quixote more than most. He’s been trying to make a movie about the character for 30 years. Finally, he’s done it. His new movie is called “The Man Who Killed Don Quixote,” starring Adam Driver.