"These are the kinds of movies that we would want to make with a director like Terry. Something very different from anything out there. 'Cause I figure, what the hell else is the point?" Damon told FOX News.
Co-star Monica Bellucci (search) added: "It's like all these fairy tales came together to make a new fairy tale, which is a combination of fantasy and fear."
Thanks to successes like "Brazil," Gilliam, formerly of "Monty Python," has ways of keeping studio paws off his work.
"Building a great big wall around it to keep all of them away so we can play in that space and do our jobs, because the worst thing is when you've got all these voices double-guessing, second-guessing and 'Oh, we're worried about this, we shouldn't do it like that.' I don't know how to work like that so I don't work like that," said Gilliam, who also directed "Fear and Loathing in Las Vegas."
The opportunity to star in one of Gilliam's eccentric projects was gold for Damon and Ledger — both big fans.
"We both grew up loving Terry's movies and so we knew it was an opportunity to do something different, stretch ourselves a little bit. Put on his hat, let his energy and his eccentric nature kinda bleed into our performances," Ledger said.
But Associated Press movie critic Christy Lemire gave the film only one and a half stars out of four, writing: "There's no happy ending here, or a happy beginning or middle, for that matter. That's the one consistent thing in Terry Gilliam's latest film, which is plagued by inconsistency."
FOX News' Mike Waco and Trace Gallagher contributed to this report.