Sally Jane Black’s review published on Letterboxd:
Let's start with Madonna. She's a complicated figure. She is the culmination of appropriation of so many facets of dance, disco, and other New York subcultures in a way that is both off-putting and alluring. She is, at this late point in her career, more ego than human in the public sphere, but back when this film was made, she was an upstart, a spirit of perseverance and sexuality that had just enough defiance, just enough DIY grit, just enough savvy to ride the music video wave to superstardom. In the interval, she wore a lot of different labels, but deep down, in secret, noticeable only to those who bothered to really listen, she was always the same thing: a maker of dance-pop. No matter what album you put on, barring a regrettable excursion into Evita, you're going to find the bulk of the cuts are just dance beats. I find that appealing.
So forget about the rumors, the adoptions, the fake accents, the gossip. Madonna took an ear for great dance music and turned it into an empire, and a huge part of that was this movie. By the time of its release, she had conquered the charts and MTV, but any great empire requires territory beyond the original purview of the ruling class. So, onward into the realm of film. Madonna's film career has not been much lauded, but her first foray into celluloid is a highlight, a striking expression of style and energy. Her performance is bratty but not obnoxious, and her role in it is carefully constructed to suit her. Her character is not the main character (there's no arc for her, really), but a reflection, a symbol of free spirits. She is pursued, she is deified, she is charismatic. She has agency; she's a catalyst. Men want to sleep with her and women want to be her, as the saying goes. She is objectified, but it rolls off her. In almost every scene, she is in control. Her mirror image is Rosanna Arquette's Roberta, a woman who wants to be Madonna/Susan, who wants to be free, who wants to be loved, who wants to be capable. There is no great moment of realization, not played up self-actualization; she simply forgets all of the conditioning that trapped her in a loveless marriage in the first place. Though she struggles, ultimately, she is the agent of resolution in the film simply out of instinct, as reaction--for a film so over-the-top, the message that it's there all the time is subtly depicted.
That over-the-top style is the other half of the appeal of the film. An excellent soundtrack of curated pop gems from Iggy Pop to Betty Everett complements the dingy, graffiti-ridden, crumbling, gritty, neon, nighttime, grey and brown cityscape that is New York in the 1980s, and every bit of the setting and the sound are reflected in Madonna-as-genius loci. She welds punk fashion, urban savvy, pop assimilation, and outright banditry into her persona in a way that is defiant and mythologized, much like the city she is representing. The film sprawls through After Hours-like surrealism, Warholian scene parties, cocaine middle class suburbanism, anachronistic jazz-magicians, Billy Joel meatheads, and synthpop gangsters. All of this is married to a plot that doesn't just hinge on coincidence, but revels in it. What would be an annoying weakness if it were a single plot point becomes a brilliant combination of running gag and stylistic flourish as the driving force behind everything in universe. There is a brief moment of frustration toward the end as everything is dragged out in this Reagan-era screwball, but that is almost certainly intentional, one final fuck you to narrative convention as the payoff is delayed beyond belief. In the end, it all neatly collides, of course, and Roberta and Susan merge into a solitary earring-returning being before "Into the Groove," the undisputed greatest piece of dance-pop Madonna ever recorded, pulses over the credits.