-By David Noh

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Looking like Dame Judith Anderson impersonating Robert Smith, lead singer of The Cure, and sounding like a six-year-old girl on Xanax, Sean Penn, our finest screen actor, once more proves his gift for playing androgynous eccentrics. In This Must Be the Place, he is Cheyenne, a rock star in serious, lengthy retreat after learning that his music has inspired the suicides of a couple of teenagers. He is luckily partnered with a warm and loving firefighter (Frances McDormand) in a spacious, slightly absurd mansion, and is friends with a small, motley crew, including a young girl, Mary (Eve Hewson), and musician, Richard (Liran Levo), whom he is trying to match up together, and Jeffery (Simon Delaney), a garrulously funny, highly unlikely womanizer.

When his estranged father dies, Cheyenne returns home to America after more than 20 years and encounters a professional Nazi hunter (Judd Hirsch) who has been on a lifelong pursuit of the German guard who tortured Cheyenne’s father at Auschwitz. Cheyenne is slowly pulled out of his torpid malaise when he himself joins the hunt.

Paolo Sorrentino has devised a compellingly unpredictable entertainment, laced with wry humor and that essential, all-too-rare element these days, surprise. It starts out as a gentle, very amusing—largely due to Penn—comedy, observing Cheyenne’s daily life, full of small, random activities, like meeting Mary at a favorite coffee shop or strolling the town with Jeffery. But despite Cheyenne‘s initial, hermetically sealed existence, the film proves wide-ranging as Luca Bigazzi‘s magnificent cinematography captures him traveling back to and all over America on his quest, discovering all kinds of strange and unlikely beauty along the way in places like Michigan, Utah and New Mexico.

Throughout, Sorrentino employs the David Byrne/Talking Heads song which gives his film its title, and this plaintive ditty proves effective in a variety of instances, as when a chubby little boy sings it to Cheyenne, forcing him to make music for the first time in years, or when Byrne himself appears, performing it thrillingly (if all too briefly). His encounter with Cheyenne inspires a rare moment in which our protagonist drops his withdrawn, soft-spoken cover and launches into a confessional rant of self-hatred that, in Penn’s hands, is simply electrifying. Before and after this moment, he has been the quietest of deadpan comedians, with beautifully timed, unexpected utterances, as when he suddenly gives makeup tips to a bunch of chattering females with whom he is trapped in an elevator.

Hirsch basks in his sage-like role, full of outbursts of Biblical fury, while McDormand is rather wasted (and that firefighter profession is a tad too twee). Hewson and Levo are charming, and I wish more had been made of their relationship (and also his music ambitions). Kerry Condon is appealingly sweet as the young mother Cheyenne relates to in New Mexico. Heinz Lieven, who plays the man being hunted, gives a still but powerful performance, all the scarier for conveying the way utter evil can so easily meld into seeming normalcy.