Terry Gilliam
One of the greatest, most twisted directors of all time, who has to date made criminally few films and is plagued by terrible luck. Best known for his Monty Python animations, "Brazil", and "Fear and Loathing in Las Vegas", but actually the rest of his films are equally brilliant.
I never thought that Terry Gilliam could get even more unlucky after what happened in "Lost in La Mancha", but I'm reconsidering after Heath Ledger's death.