The article analyzes Jonas Mekas's immigrant experience as portrayed in his film Lost, Lost, Lost (1976). This film constitutes a singular case within immigrant autobiography in cinema because of its diary format and because most of the attempts to portray the immigrant experience autobiographically in film have been done by second and third generation immigrants. In my analysis, I look first at Mekas’s diary films and then I examine the film helped by the chronotopic approach proposed by Mikhail Bakhtin for literary analysis. I intend to show that Bakhtin’s proposals provide a valuable approach to the study of immigrant autobiographies in cinema, since the film medium is so tied to the experience of time and space, both so crucial in the development of immigrant identity in the new country.