Upon watching this, I had to immediately read up a little (on Wikipedia) on Kaspar Hauser. The film differs vastly from the historical description in that it makes Hauser a very sympathetic figure.
There is a haunting ambiguity in this film, fitting considering the American title (the original German title translates apparently to "Every Man For Himself, and God Against All," which rates highly on my list of best movie titles of all time).
The chilly Teutonic (I really just wanted an excuse to use that word) atmosphere of the film helps make the whole thing inscrutable, wrapping the tale of Hauser even further in unanswered questions and satisfying mystery. It's the portrait of an alien.