Time Out says
Continuing her preoccupation with terminal punks, Spheeris mines unexpected humour by relocating the sub-culture Way Out West, neatly combining random savagery and whimsy. 'Looking for exit signs', the despairing Grant (Cryer) leads his spiky band out of New York, but doesn't discover a 'reason to live' until one of them is murdered in the desert by bad guy Missoula (Ving). Ghost riders in the sky in the shape of the Marlboro Cowboy and a tribe of Indians appear to the surviving punks during a night of bootleg whisky, but more practical help is offered by a gunslinging girl gas-station owner (Stewart) and an Elvis impersonator (Willcox). It's all pretty daft, but there are felicities - Elvis transfixing a bull at a rodeo with a golden oldie, punk Biscuit (Roebuck) requesting 'Holidays in Cambodia' by the Dead Kennedys from the drunk in the sheriff's lockup, and a genuine shoot-up in a cinema showing Jesse James. Visually it's a good deal more inventive and accomplished than the sketchy material.