Matthew Cheney’s review published on Letterboxd :
A mood movie. What little plot there is gets lost in the flow of the individual scenes, each rich with visual and aural imagination. As with Rob Zombie's other films, this one is in conversation with predecessors and with genre expectations.
As a genre horror movie, it's unsatisfying. I was unsatisfied immediately after, even though I should have known better, should have remembered this is a Rob Zombie movie and not, therefore, just some shock-shock-gore-gore schlockfest. It's far closer to David Lynch and Abel Ferrara than, say, Mick Garris.
The Lords of Salem gives us surrealism without psychoanalysis. It denies the power of backstory — the hapless scholar played by Bruce Davison would, in a movie that followed the expected formula, stumble on important truths and reveal them at just the right time. Here he gets to something resembling a truth and it turns out to be trivia. What he knows and partially understands has no effect whatsoever on the overall events. His life and work don't matter.
Similarly, true love and decency are useless. And group therapy/recovery meetings — pointless. We don't know why Heidi is who she is, we just know a few bits of information about her past and her ancestry. The movie shows us her torment and her apotheosis. It explains them in only the barest, most ambiguous ways. She is pure predestination; the paths to her present don't matter at all. Nobody can save her, nobody can damn her. All that was done long before.
The real source of her fate could be said to be pop culture, particularly the cultures of movies, music, and moral panics. We move from Meliés to Kansas City Confidential to Kubrick and more, from Bach and Mozart to the Velvet Underground and Rush, from Salem's witches to satanic vinyl. (Note, too, that the technology of sound has been arrested: we see record players and tape decks, not CD players and iPods.) Heidi is damned to disappear into delirium because she was born into a culture of it. We in the audience got there before her, and we're ready to enjoy the show. Delirium is our desire.