Whether it happens to be humble old Blackburn Rovers or the European sophisticates they call FC Hollywood that his Arsenal team are playing against, it seems that the movie has the same old ending for Arsene Wenger.
Beaten last night, and beaten badly. If Saturday's elimination from the FA Cup could be waved away as just one of those things that can happen to a big club, this was something different. Against Bayern Munich, no-one at the Emirates could hide from the fact that Arsenal were playing against a side who were quite simply operating at a different level to them.
In the first half it was brutal and while Arsenal rallied after the break when Lukas Podolski scored, the memory of that traumatic period never really left Wenger's men. When they conceded a third, scored by the Croatian striker Mario Mandzukic, the anger had already turned to despair among home fans, who recognised this may be the last Champions League football they see at the Emirates for some time.
Wenger acknowledged later that it would be a simpler task to qualify for the Champions League next season than get past the formidable Bayern at the Allianz Arena on 13 March where the Bundesliga's runaway leaders have lost just once all season.
In their previous two seasons, Arsenal have won the home legs in which they have been eliminated by far superior opposition – Barcelona in 2011 and Milan last year – but last night even that small consolation was beyond them. They were up against a team playing the kind of football that is on another level to the type they conjure up at the Emirates these days.
This is a Bayern side who, by their own manager Jupp Heynckes' assessment, are in "astonishing form" and only a few sides in Europe would have been able to live with them on the basis of that first half. Their mastery of Arsenal was an embarrassment to the home side, capped by Toni Kroos' goal on seven minutes, scored by a player who was among the best.
Thomas Müller put the second goal in on 21 minutes and the mutinous elements among the crowd already began to turn on Wenger. The German side, who had not conceded a goal in their previous six games before last night were, pretty bloody magnificent, especially the likes of Müller, Philipp Lahm and Bastian Schweinsteiger whose booking means that he will miss the second leg.
A pat on the back for Jack Wilshere who resolutely refused to let Arsenal go quietly into the night, but it was alarming how little of that same fight there was from players who should know better. Per Mertesacker caved in far too easily; Santi Cazorla did not perform as befitting a Spain international and Bacary Sagna looked like a man who is focussing on his summer departure.
Kroos' goal was struck ruthlessly from the edge of the box, a volley into the ground that burst past Wojciech Szczesny. Kroos had been given only a little space to measure up Müller's cross from the right but even a little space is too much to allow this Bayern team.
Bayern did not give Arsenal room to breathe and by the time the players headed down the tunnel at half-time it was difficult to recall a single meaningful chance for the home side. There was a rare appearance at the Emirates from Stan Kroenke, the club's de facto owner, who is elusive at the best of times – and these really are not the best of times.
The second goal was a bad one for Szczesny who pushed a Daniel van Buyten header from Kroos' corner away from goal unconvincingly. From a few yards out, Müller, starting ahead of Arjen Robben lunged at the ball and put it in. Bayern might have had a third goal when Mandzukic put a header wide of the goal just before the break.
At times like this there is a lot to be said for a steadfast refusal on the part of someone, anyone, not to be humiliated. Wilshere was a bulwark against Bayern last night and he was consistently at the heart of the best that Arsenal did. His free-kick broke for Mertesacker in the box on 33 minutes but as the defender steadied himself for the shot, Kroos was there again to block.
The malaise that had affected Arsenal's first-half performances has become so common a feature that in the previous matchday programme the club published a league table counting only second half goals. Funnily enough, Arsenal were top. At the very least it gives a disgruntled Emirates half-time crowd some reason to hope.
It is a tendency to chase lost causes that marks out Arsenal, and the more hopeless the better. When Podolski scored on 55 minutes the stadium was lifted and for a short time it looked like they might even salvage a draw, albeit an expensive one as far as away goals were concerned.
The home side enjoyed a touch of good fortune in winning the corner from which the goal was scored. Wilshere's shot deflected behind off Podolski and the Norwegian referee, who was jumpy all night, mistakenly gave a corner. Manuel Neuer misjudged Wilshere's ball in and Podolski headed it in after a bounce.
That was the time for Arsenal to seek out an equaliser and they threw what they could at it. There was an inspired run by Bayern old-boy Podolski past Lahm. Then on came Olivier Giroud and Tomas Rosicky who were integral to Arsenal's best move of the match. From Rosicky the ball went wide to Theo Walcott, moved out to the right wing. His cross found Giroud who hit a shot straight at Neuer.
Anywhere else and it might have gone in. But with 12 minutes remaining Bayern scored again. Mandzukic held the ball up from where it went to Robben, on as a substitute, then Lahm whose cross to the back post found Mandzukic again to score, with the lamentable Sagna trailing in behind.
Despair had turned to resignation long before the end for the home support and a few stayed to applaud Bayern off. The Premier League title race has gone, and so too the domestic cups. They have a return leg to fulfil in Bayern, although really all that matters now is a Champions League place next season, which has never felt more like a trophy of sorts.
Man of the match Kroos.
Match rating 7/10.
Referee S Moen (Nor).