Josh Lewis’s review published on Letterboxd:
The original run of the show depends on a picture-perfect, pristine image of Laura that everyone in town forms for us surrounding her death—one that is seen many times throughout the show and even a few times in this movie (though usually in frame next to the real Laura) and no doubt anyone even unfamiliar with the show has probably seen at one point or another. After this image has been established what we experience is a small-town American soap opera that is psychologically and emotionally fractured by the shocking and horrifying act of violence made against it which puts subtle cracks in it that get larger as the sick, impulsive underbelly of greed and abuse that the town's surface pretends doesn't exist is slowly revealed to us and for everyone in Twin Peals the ordinary starts to become bizarre (and vice versa) in a grief-induced dreamscape.
The genius of this movie is that it immediately sets out not to observe the cracks anymore but completely eradicate the foundations of this image. not as a cynical means of shocking us (as many seemed to think on initial release, even though most of the details of Laura's lifestyle are actually revealed at some point on the show) but as a means of seeing her as living, breathing person rather than the romantic memory everyone projects onto her and truly experiencing and understanding how abuse (especially abuse wrapped up in affection or family) can turn everything you know into a living nightmare that can't be numbed, can't be understood, can't be bargained with, and how easy it is for those surrounding it to ignore the signs.
Lynch strips these events of the lighter, dreamier qualities of the show and many of the attempts at simplistically solving them and instead conceives them as one of the most empathetic reckonings of pure horror I've ever seen; deploying a surreal, nonstop visceral assault of those signs that refuse to let us avert our eyes from Laura's immense suffering and openly weaponizes our knowledge of exactly how horrifying and terrible this is going to get. So when we eventually do arrive at her death everything before it is so much fucking worse there's a sense of genuine relief when it's over—for her and us. Recontextualizing the founding shock and horror of the show into a perverse, ethereal mercy... Which is just such an incredibly, brutally sad idea to me and Lynch's visual realization of it is still among the most harrowing and traumatizing film experiences I think I've ever had.
It's a testament to Sheryl Lee's all-timer performance (filled with so much humanity and complex shading with regard to Laura's feelings about her pain and the performances she masks them with) that I am drawn to return to it at all because even though her entire existence is agony you want to spend more time with her. Maybe she will find an escape, maybe it doesn't have to end this way. Right? (Cue The Return.)