The "Mexican" of the title is not a person but an antique gun, a priceless treasure that is greatly coveted by someone high up in the Los Angeles mob hierarchy. Jerry (Brad Pitt), the klutziest and most reluctant of henchmen, is dispatched to Mexico to find and bring back the fabled weapon. If he doesn't, he's a dead man. Literally. Which is a concept Jerry can't get across to his fiance, Samantha (Julia Roberts), who believed him when he said he'd done his last illegal gig and promised they'd soon be on their way to a swell wedding in Las Vegas and a crime-free married life together.
What's Jerry to do? After Samantha dumps his belongings on the street, he gathers them up and heads for Mexico. And that's the last Jerry sees of her until this convoluted, campy road movie is almost over. But that's okay, because Jerry has plenty to keep him busy south of the border, and as soon as Samantha loses Jerry, she finds Leroy (James Gandolfini, in his first major film role since becoming Tony Soprano on the hit HBO series). Or, rather, Leroy finds her, in a rest-stop ladies room, just as she's about to be kidnapped by a guy he quickly guns down--in order to kidnap Samantha himself.
From here on, The Mexican splits into two stories. One follows a perplexed and put-upon Jerry as he "Forrest Gumps his way through all this" (Samantha's line). How does the guy from the bodega wind up with a bullet hole through the top of his head? Is that mangy dog friendly or ferocious? Why doesn't Samantha answer her phone? Who steals Jerry's rental car, and does the thief know the gun is in the glove box? And what are those monochromatic flashbacks all about? (Actually, the flashbacks are a mini-movie in themselves, illustrating the mythical provenance of the Mexican as Jerry learns, from mostly unreliable sources, how the gun carries either a curse or a blessing, depending on who pulls its trigger.)
Meanwhile, and funnier by far, the psychobabbling Samantha and her captor, Leroy, are bonding like a pair of long lost siblings. The big guy's surprisingly gentle manner and wise, soothing words--on love, life, etc.--show her, for the first time, the male animal's vulnerable side. Then, in a memorable coffee-shop scene, she catches Leroy having "a moment" with a guy at the counter. Roberts is simply brilliant at the "aha!" revelations, letting her "spontaneous" reactions bubble up with such spontaneity. "Are you gay?" she keeps asking Leroy, in a delightedly wicked whisper. Once his secret is out, Leroy and Samantha become even closer confidants--which makes it tough on her when they finally meet up with Jerry and a showdown becomes inevitable.
While Julia Roberts is at her freshest, most charming self in The Mexican, Brad Pitt comes across as a somewhat pixilated airhead. He's still cute, though. But because they have so little screen time together (and most of it is spent bickering) in this, their first outing as romantic co-stars, it's impossible to tell how much chemistry Brad and Julia may be capable of generating. The pairing of Roberts and Gandolfini, however, is inspired. Simply sublime! And the movie's plot has more than enough quirky bits (weird motives uncovered, surprising identities revealed) to keep the viewer alert and amused, if not entirely comprehending.