- Jonathan Pryce: Everything that went wrong was just waiting for me to get old enough to play Don Quixote.
- Terry Gilliam: Life is hard. Art is hard. And the idea that it should be fun? Who the fuck invented that story?
- Terry Gilliam: "Never get what you want" is the thing one should remember, because now, after all these years of making it, knowing our limitations, it won't be as good as I have been imagining it.
- Terry Gilliam: I really think this is the last film. Once it's done, there's a great void waiting for me, and that scares the shit out of me.
- Keith Fulton: Would it be unfair of me to say that you don't want to finish this film?
- Terry Gilliam: Yeah, that would be unfair. I want the fucker out of my life.
- Terry Gilliam: Some people think it's heroic. More truthful, it's foolish, it's stupid, but that's what obsessions are about.
- Terry Gilliam: The weight of expectation, my own and the fans, that is the hardest thing to get past. That one is not delivering what people are capable of imagining.
- [after they wrap principal photography]
- Adam Driver: I can't believe it.
- Terry Gilliam: I don't believe it either.
- Adam Driver: Congratulations.