codyjensen’s review published on Letterboxd:
Lynch once again portrays the underbelly of society that hides in the secret recesses of our consciousness by spinning the tale of The Wizard of Oz.
Lula embodies this usual theme of Lynch as she tries to embrace a fantasy of being Wild at Heart, running free and wild away from her sexually abusive reality. As she runs toward this idealized vision, she's not alone but with the man she idolizes, Sailor (or in my opinion Oz). She seeks out this way of life, hoping to find saving and meaning in her life as she chases after this young wild and free romance that Sailor offers her. But, she soon sees the facade, as Dorothy did, and second guesses his impact on her life.
Lynch illustrates the duality of competing psychological subconscious-es so well and complements this by turning up the heavy volume, dabbling in surrealism, and making everything so fucking insane.
"Did I ever tell ya that this here jacket represents a symbol of my individuality, and my belief in personal freedom?"
Yes, David, we know.