A movie starring Sean Penn in heavy makeup and a fright wig, making him look like The Cure’s Robert Smith, can’t help but be perceived as a stunt. And the perception only intensifies when you learn that said movie’s plot finds Penn’s character, a retired rock star known only as Cheyenne, roaming the United States in search of the Nazi guard who tormented his late father. But This Must Be the Place was co-written and directed by Italian filmmaker Paolo Sorrentino, and while it would be inaccurate to call it dead serious, it’s certainly not a put-on or a postmodern joke. Rather, it’s in the tradition of the road movies Wim Wenders made back in the ’70s: an affectionate look at America’s absurdity through a foreigner’s eyes.
As if to strengthen this connection, Sorrentino has Harry Dean Stanton, the star of Wenders’ Paris, Texas, turn up toward the end, answering Cheyenne’s questions about local Nazis with a measured “We’ll get to that.” This Must Be the Place is a study in digression, valuing the journey more than the destination; its title refers to pretty much every stop its protagonist makes. (The Talking Heads song that inspired it also makes multiple appearances, alongside a cameo from David Byrne as himself.) Each newly introduced character or situation—in many cases, each individual shot—seems to be the reason the movie was made. And Penn, who refuses to treat Cheyenne as a caricature, succeeds in slowly ferreting out the complicated, confused man underneath the affectations, anchoring a film that isn’t nearly as silly as it looks.