Alexander Abrams’s review published on Letterboxd :
Wild at Heart is one of David Lynch's most conventional stories, which says something about Lynch as this film is very bizarre and full of surreal elements. Inspired by the Wizard of Oz, Wild at Heart is certainly a road movie with a difference. The strongest weapon in Wild at Heart's impressive arsenal is contrast. The stark contrast of the romance between the two main characters and the graphic violence and disturbing images puts this film at both ends of the film spectrum. Disturbing and twisted imagery is, of course, Lynch's forte.
The approach of the film is consistently very stylised. It's fabulous visually with striking imagery and great use of colour. In this way Lynch ensures that the dream-like ambiance is beautifully maintained. Its mixture of dark themes with highly charged eroticism is pretty typical though and is a combination he has used frequently.
I guess you could place Wild at Heart as a film somewhere between Lynch's full on surrealist movies like Twin Peaks: Fire Walk with Me and his more straightforward narratives like Blue Velvet. Its tone is wildly uneven as a consequence.