Fay Grim is a true example of what I call a completed puzzle film. It has all the pieces of acting, direction, storyline, and entertainment value. They all fit together and when done so create a masterpiece, Fay Grim.
This film follows a single mother Fay Grim trying to raise her son to not grow up to be her father who ran away from the law and went missing. Soon the CIA contacts Fay in desperate pursuit to find 8 journals of her husband Henry's. These journals were filled with confessions of his long past in the CIA and his involvement with countries and their government doings. Fay is sent to find these journals, in return to release her brother from prison, and is sent on a cat-and-mouse chase all over Europe to recover these journals and learn of the hidden secrets of her husbands past she never knew about.
Parker Posey had already been an actress I liked after I watched her in The OH in Ohio and Best in Show. She brought liveliness to these two comedic roles of hers, but Fay Grim was a far different role than the other two movies. Posey made me believe what was happening on screen, I felt for her, I rooted for her, and I wanted to know more. She grabs you while she is on screen and when she is off you can't stop thinking about what is happening to her.
I haven't seen any other previous works by writer/director Hal Hartley but I believe I will look into viewing some of his earlier films if they are half as good as Fay Grim was.
If you decide to make a smart movie choice next time you decide to rent a movie or purchase a DVD I'd highly urge you to choose Fay Grim. If you have any common sense on how a film should be you will enjoy this movie immensely.

The oddly-named Vera-Ellen was to movie dancing what Sonja Henie was to movie ice-skating: blonde, girlish, always delightful to watch, but not an especially good actress and usually lumbered with weak material. When I watch Vera-Ellen's sexy apache dance with Gene Kelly in 'Words and Music', I can't help noticing that her blouse (yellow with narrow red horizontal stripes) seems to be made out of the South Vietnam flag. For some reason, the very American Vera-Ellen starred in *two* musicals (made several years apart) set in Edinburgh, a city not noted for its tap-dancers: 'Let's Be Happy' and 'Happy Go Lovely'.
In the latter, Cesar Romero plays an American impresario who for some reason is staging a musical in Edinburgh. There's a vague attempt to link this show to the Edinburgh Festival, which is nonsense: the Festival is not a showcase for splashy leg-shows. We also see a couple of stock shots of the Royal Mile: apart from a few Highland accents, there's absolutely no attempt to convey Scottish atmosphere in this movie. The funniest gag occurs at the very beginning, when we learn that the title of Romero's show is 'Frolics to You': this is a cheeky pun that Britons will get and Yanks won't.
Vera-Ellen is, as usual, cute and appealing and an impressive dancer, but the very few musical numbers in this movie are boring and bad. The plot -- mistaken identity between magnate David Niven and reporter Gordon Jackson -- is brainless, though no more so than the plots of several dozen Hollywood musicals. Romero is less annoying than usual here, probably because (for once) he isn't required to convince us that he's interested in bedding the heroine.
The single biggest offence of this movie is its misuse of Bobby Howes. The father of Sally Ann Howes was a major star of West End stage musicals; his wistful rendition of "She's My Lovely" was a big hit in Britain in 1937. Here, he shows up in several scenes as Romero's dogsbody but never has a chance to participate in a musical number, nor even any real comedy. It's absolutely criminal that this movie -- with a title containing the word 'Lovely', sure to evoke Howes's greatest hit -- would cast a major British musical star but give him nothing to do!
The delightful character actress Ambrosine Phillpotts (whom I worked with once) shines in one restaurant sequence, and there's a glimpse of the doomed beauty Kay Kendall. As Vera-Ellen's confidante, somebody named Diane Hart speaks in one of the most annoying voices I've ever heard: it sounds like an attempt to imitate Joan Greenwood and Glynis Johns both at the same go, but doesn't match either. Val Guest has a story credit, but this movie doesn't come up to the quality of his brilliant comedies. The colour photography is wretched, though I realise that postwar Britain could not afford Hollywood's process work. 'Happy Go Lovely' is at utmost best a pleasant time-waster, with 'waster' being the operative word. I'll rate this movie just 4 out of 10.