“I once became infatuated with someone I could never know,” William E. Jones states at the outset of his probing essay film Finished, the director’s voice running calmly over scenes purloined from an old black-and-white Hollywood movie. “He was a loner and a rebel, a tragic character determined to sacrifice himself for some higher purpose. Most people dismissed him as a lunatic or a fraud, but they had been deceived by appearances. I wanted to fall into his arms and say that I cared about him for who he really was.