Did Down and Out in America or Lost in La Mancha win more awards?
Down and Out in America:  It won an Academy Award for Best Documentary Feature, tying with "". Lost in La Mancha:  It was shot in 2000 during Gilliam's first attempt to make the film with the purpose of being its making-of, but Gilliam's failure in making the movie led it to be retitled "Lost in la Mancha" and to be released independently.
i don't know