PTAbro’s review published on Letterboxd:
I've found my Mulholland Drive.
Trashy, terrifying, and containing an internal logic so bizarre that it cannot even be approached while watching, thus completely sweeping the viewer along for the ride, Lost Highway does just that - it kidnaps you, holds you hostage, and dares you to look away. It's the opposite of inviting, yet Lynch pulls mutated, toothsome rabbit after rabbit out of his hat for over 2 hours. Who is Fred? How does he escape? What, if any, moment in the film is as close to 'real' as Lynch will allow? <spoiler> I'm quite certain 'reality' doesn't make an appearance in the film until the hotel scenes, but that's just my initial take. </spoiler>
The joy of the thing is, it doesn't matter. Nothing matters. My trouble with Mulholland was that I sensed Lynch leading me somewhere specific that I feel very few have actually reached, and thus Lynch - though extraordinarily clever - did not succeed in laying the proper hints. Not here. Lost Highway is an empty glass Lynch wants you to fill with your thoughts. He provides the shape, but it's up to you what fills it. Nothing is certain, and that's the point. Pete is a figment of Fred's imagination. Fred is a figment of Pete's. They're all just a dream the Mystery Man is having. Just remember that you have to drink your mix.
I should back up a bit, because it's clear that Lynch and credited co-writer Barry Gifford have a story in mind that makes sense (to them, I expect but don't necessarily hope). There is an A to B progression in the plot that keeps the film from being some experimental mess. It is so loose though, and so dense with potential explanations that, again, it doesn't matter. Like a dream - or better, a nightmare - the events don't matter as much as the emotions they convey. An image or two will remain after the fact, like Bill Pullman's facial contortions in hearing the Mystery Man speak to him in two places at once (I smell a tangential clue!). Terror of a dark hallway, jealousy of an insincere kiss, rage against an impotent life; these are what make up the film much more than (as I'm sure Lynch would add airquotes to with half a mocking sneer) the plot.
Perhaps in my travels through others' thoughts on the film I'll be proven wrong. Perhaps there's some labyrinthine and author-approved explanation for Fred's penal prestidigitation. All the better, and all the more comfortable in my rating would I be in that case, as the wonderment and fright fed forcefully (but not ungratefully) to me over the run time would still remain, and, though Lynch loves his detectives, I think he'll allow me to say "screw" to the facts this one time. Lost Highway might not come close to the cinematic polish of its bigger and more popular sister, but one thing's for sure; it's a much wilder ride - and one I already want to get lost in again.