Followup:
Sure enough, I was able to find The Man Who Would Be King at my local library. I almost missed it because they put it in the "Classics" section. On the same shelf as The Odyssey.
Thanks to all for the recommendation. I must say that I had a hard time warming up to the main characters--since seeing The Grifters I've been wary of conmen--but I really did enjoy the movie.
It seemed to me that the movie was a kind of satire of the English occupation of India, decades too late. The original work by Kipling was on time, I suppose. I'd like PE's and marjoribanks' take on this story.