Preliminary comments from Zimmerman Skyrat, 101Bananas.com:
Awesome weirdness; vintage David Lynch. If you like your movies in straight narrative form with a beginning and a sensible resolution for an ending, do not watch this movie. If you’re kind of a psychotic whacko anyway (and we know who we are), you may not “like” it, but you’ll revel in your fascination for it, trying to come up with some “explanation” that fits the images the director chose to show you. Forget it. This is not a movie that even has an “explanation” for its “plot.” There is sort of some kind of story, but I don’t think I’d say there is a “plot” to the “story.” Whatever it is, it’s extremely well done. I bought the DVD without renting it first, based on things I’d read about it, hoping I wouldn’t be disappointed, and I wasn’t. This guy at IMDB stole my review before I even wrote it (and that’s a hint at the structure of the movie). This is exactly what I would say about Mulholland Dr.:

Review by Blake French at IMDB.com

Possibly the Best David Lynch Film to Date; One of the Year’s Best!

You don’t have to understand David Lynch to appreciate his movies, and you don’t have to understand Mulholland Dr. to appreciate it as a masterpiece of modern cinema. Those who require logic will find themselves head over heels in frustration, but even to these people, Mulholland Dr. will appear as visually enticing and thought-provoking as anything you’ll see at the movies this year, or any other year.

Here’s what happened at the screening I attended: after the film concluded, the audience just sat in their seats, rubbing their chins as the ending credits rolled past. The usher’s came in to clean up, but most of the audience was still glued in their same position, in deep thought, trying to understand the movie and piece the puzzle together before it left their thoughts. This is the kind of movie that could lead to hours of discussion afterwards. The debate could go on for days. There is no right or wrong answer.

Many reviews have mentioned that Mulholland Dr. resembles a dream, and it does. Like a dream, it shortcuts to dead ends, it includes excerpts from other unrelated dreams, it lingers on what it finds fascinating, and disowns the ideas it finds boring. Are there any waking moments? There’s a point a little more than half way through where the film takes a blunt turnaround. This is when everything starts to contradict what we have previously conceived. Does the real story of Mulholland Dr. begin here? Was the first half a mere illusion? What does it all mean? David Lynch does not answer these questions; he feeds them.

David Lynch movies continually reprise similar themes regarding illusion, identity, and reality. His previous work includes The Straight Story, Lost Highway, Blue Velvet, and Twin Peaks, but none of his past works surpass this addition to mystery film noir. The mystery is never solved. There may not even be a mystery. Don’t expect just one viewing to be enough.

We meet a variety of characters. The narrative twists surround a car crash and one of the victims, who suffers from amnesia. Several murders take place, perhaps because of an authoritative silent dwarf. There’s a mysterious western guy in cowboy garb. There’s a hit man who gets himself into some hilarious mischief. There’s a deformed homeless man who haunts the visions of a helpless, paranoid nobody. There’s a movie director who is threatened if he does not cast a specific actress in a role in his movie. There is adultery, paint, jewelry, topless lesbian love scenes, depravity, confusion, depression, illusion, and the list continues.

I will not reveal how these events and characters connect because that would give away my interpretation. Audiences deserve to have their own unbiased perspective on the material. It works because David Lynch gives the material verve, urgency, humor, depth, and perspective. I have heard Mulholland Dr. was assembled from scenes Lynch shot for a 1999 ABC television pilot. No network would understand this production, and nobody in their right mind would air this on TV. It’s not difficult to tell that David Lynch movies are an acquired taste. Many people will walk away scratching their heads for days. Others will leave confused and uninterested. You know who you are.

Review by Roger Ebert, The Chicago Sun-Times

David Lynch has been working toward Mulholland Dr. all of his career, and now that he’s arrived there I forgive him Wild at Heart and even Lost Highway. At last his experiment doesn’t shatter the test tubes. The movie is a surrealist dreamscape in the form of a Hollywood film noir, and the less sense it makes, the more we can’t stop watching it.

It tells the story of...well, there’s no way to finish that sentence. There are two characters named Betty and Rita who the movie follows through mysterious plot loops, but by the end of the film we aren’t even sure they’re different characters, and Rita (an amnesiac who lifted the name from a Gilda poster) wonders if she’s really Diane Selwyn, a name from a waitress’ name tag.

Betty (Naomi Watts) is a perky blond, Sandra Dee crossed with a Hitchcock heroine, who has arrived in town to stay in her absent Aunt Ruth’s apartment and audition for the movies. Rita (Laura Elena Harring) is a voluptuous brunet who is about to be murdered when her limousine is front-ended by drag racers. She crawls out of the wreckage on Mulholland Dr., stumbles down the hill, and is taking a shower in the aunt’s apartment when Betty arrives.

Rita doesn’t remember anything, even her name. Betty decides to help her. As they try to piece her life back together, the movie introduces other characters. A movie director (Justin Theroux) is told to cast an actress in his movie or be murdered; a dwarf in a wheelchair (Michael J. Anderson) gives instructions by cell phone; two detectives turn up, speak standard TV cop show dialogue, and disappear; a landlady (Ann Miller—yes, Ann Miller) wonders who the other girl is in Aunt Ruth’s apartment; Betty auditions; the two girls climb in through a bedroom window, Nancy Drew style; a rotting corpse materializes, and Betty and Rita have two lesbian love scenes so sexy you’d swear this was a 1970s movie, made when movie audiences liked sex. One of the scenes also contains the funniest example of pure logic in the history of sex scenes.

Having told you all of that, I’ve basically explained nothing. The movie is hypnotic; we’re drawn along as if one thing leads to another—but nothing leads anywhere, and that’s even before the characters start to fracture and recombine like flesh caught in a kaleidoscope. Mulholland Dr. isn’t like Memento, where if you watch it closely enough, you can hope to explain the mystery. There is no explanation. There may not even be a mystery.

There have been countless dream sequences in the movies, almost all of them conceived with Freudian literalism to show the characters having nightmares about the plot. Mulholland Dr. is all dream. There is nothing that is intended to be a waking moment. Like real dreams, it does not explain, does not complete its sequences, lingers over what it finds fascinating, dismisses unpromising plotlines. If you want an explanation for the last half hour of the film, think of it as the dreamer rising slowly to consciousness, as threads from the dream fight for space with recent memories from real life, and with fragments of other dreams—old ones and those still in development.

This works because Lynch is absolutely uncompromising. He takes what was frustrating in some of his earlier films, and instead of backing away from it, he charges right through. Mulholland Dr. is said to have been assembled from scenes that he shot for a 1999 ABC television pilot, but no network would air (or understand) this material, and Lynch knew it. He takes his financing where he can find it and directs as fancy dictates. This movie doesn’t feel incomplete because it could never be complete—closure is not a goal.

Laura Elena Harring and Naomi Watts take the risk of embodying Hollywood archetypes, and get away with it because they are archetypes. Not many actresses would be bold enough to name themselves after Rita Hayworth, but Harring does, because she can. Slinky and voluptuous in clinging gowns, all she has to do is stand there and she’s the first good argument in 55 years for a Gilda remake. Naomi Watts is bright-eyed and bushy-tailed, a plucky girl detective. Like a dream, the movie shifts easily between tones; there’s an audition where a girl singer performs “Sixteen Reasons” and “I Told Every Little Star,” and the movie isn’t satirizing “American Bandstand,” it’s channeling it.

This is a movie to surrender yourself to. If you require logic, see something else. Mulholland Dr. works directly on the emotions, like music. Individual scenes play well by themselves, as they do in dreams, but they don’t connect in a way that makes sense—again, like dreams. The way you know the movie is over is that it ends. And then you tell a friend, “I saw the weirdest movie last night.” Just like you tell them you had the weirdest dream.