The Saddest Music in the World Trailer - Directed by Guy Maddin and starring Mark McKinney, David Fox, Ross McMillan, Ross McMillan, Louis Negin. Directed by Guy Maddin. With Isabella Rossellini, Mark McKinney, Maria de Medeiros, David Fox. A sort-of musical set in Winnipeg during the Great Depression, where a beer baroness organizes a contest to find the saddest music in the world. Musicians from around the world descend on the city to try and win first place - a 5,000 prize.