These shoots endured a string of disastrous setbacks before calling it a wrap . The whole shoot is chronicled in 2002 documentary `` Lost in La Mancha . '' Werner Herzog threatened to kill an actor who tried to leave the set of `` Aguirre '' `` Heaven 's Gate '' is considered one of the biggest failures in Hollywood history . The film was shot on location at locations including the ruins of Machu Picchu, and the ancient city of Teotihuacan ( Mexico ).
These shoots endured a string of disastrous setbacks before calling it a wrap . Werner Herzog threatened to kill an actor who tried to leave the set of `` Aguirre '' `` Heaven 's Gate '' is considered one of the biggest failures in Hollywood history . The film was shot on location at locations including the ruins of Machu Picchu, and the ancient city of Teotihuacan ( Mexico ).