Mulholland Dr.'s possibly an improvement and doesn't have all the nu metal that can take you out of the film, but there's something about the video tapes and impossible layout of the house, the highway sequence with the Bowie song, the Mystery Man, the use of smoke, that sax solo, the structure etc that just gets me. I'm convinced Haneke must have seen it and run with the tape thing from the start when he came to write Caché.
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