ivyallie’s review published on Letterboxd:
What can I say about Lost Highway? It's David Lynch playing in his usual sandbox of inexplicable weirdness and shifting identities, and as such you get the same things you've come to expect from him. The intense electric guitar score is a bit of diversion from his usual Badalamenti jazz, but it's fine in its own right. The characters are somewhat less defined or interesting than in many of his other films. At times it feels like a dry run of ideas for Mulholland Drive.
But it has its moments. A creepy pale-faced guy with a collection of portable electronics. A psychotic gangster who goes berserk when tailgated. A shed that burns in reverse.
If you like Lynch, you'll like this. But I wouldn't recommend it as an entry point to his filmography.