Robby Beck’s review published on Letterboxd:
Heaven Knows What is a film about heroin addicts living dollar by dollar in NYC, and while it's beautifully shot and has a unique music selection, it ultimately comes off as raw and uncompromising, without a hint of the artificiality and message mongering that permeates too many films of this topic (see: Requiem for a Dream). Formally this film has a Dardennes quality of hanging on to its protagonist at every twist and turn of her life. Relationships are pre-established and directors Bennie and Josh Safdie don't give the audience any comforting expository dialogue, you're dropped into the day to day nightmare of addiction from scene one and no one has time to explain their situation to you. They're too busy trying to get their next score.
It's a lifestyle as mundane as it is toxic, but our directors maintain an observational approach that avoids punishing any of this world's inhabitants. Heaven Knows What shows that life like this is punishment enough.