Time Out says
You can bet that title is ironic, borne on the chilled attitudes of modern Russians. A brutal festival powder keg, this movie starts with the sight of a corpse getting dumped into a cement pit and doesn't let up. The guy we're following, Georgy (Nemets), looks normal enough; he's a truck driver sharing a notably nonverbal relationship with a mysterious woman in his apartment. Soon enough, Georgy picks up an old man (Golovin) who tells a horrible WWII story we see in flashback, then a barely teenage prostitute (Shuvalova) spouting foreboding anecdotes of her own. Don't get too attached to any of these characters; into the movie's haunted, randomly violent terrain we plunge.
Director Sergei Loznitsa, a prominent documentarian only now diving into fiction, presents it all in a matter-of-fact stare. While the mood he creates is often unnerving, his effort is marked by monotony: a ceaseless, unvaried stream of callous horrors that superior films of the former Soviet Union manage to inflect with a more nuanced sense of resignation, poetry or bizarreness. (Not for nothing did My Joy receive little funding support at home and had to shoot in nearby Ukraine.) The film's sociopolitical critique is as dull as a sledgehammer---and maybe on the money---but the truth is far more entertaining.
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