No, but I did see Ed Wood (the Johnny Depp film) which gave me a pretty good handle on the man and his work...
On a similar note, would we classify Edward Scissorhands as fantasy?
I'm not sure btw if Robin Hood strictly counts, in that he may actually have existed and he is set in history rather than fantasy. If Robin is fantasy, then surely Pirates of the Caribbean, Three Musketeers or any adventure/action film, also counts?