“The Day the Clown Cried” is an unreleased 1972 film directed by and starring Jerry Lewis. It is based on a script of the same name by Joan O’Brien, who had co-written the original script with Charles Denton ten years previously.
The film was met with controversy regarding its premise and content, which features a circus clown who is imprisoned in a Nazi concentration camp. Lewis has repeatedly insisted that The Day the Clown Cried would never be released because it is an embarrassingly “bad work” that he is ashamed of.
More info can be found on Wikipedia.