Frailty, Dog Days, Once Upon A Time In The Midlands, The Bourne Identity

In the actor Bill Paxton's directing debut, a serial killer has been menacing a small area of Texas for years. In the heat of the night, a young buck (Matthew McConaughey, wonderfully clammy) wanders into an FBI agent's office, makes sinister small-talk, then says his name is Fenton and that he knows who's behind the deaths. He claims it's his younger brother, Adam, and proceeds to tell the story of their lives.

Two extended flashbacks follow, with Fenton providing a queasily bland, Badlands-style voice-over. We meet Dad (Paxton), a widower with two boys, whose steady life as a mechanic is blown apart when he's visited by an angel. This angel wants him to kill demons, currently disguised in human form, and Dad is ready to set the whole family to work. Little Adam is gleeful, "You mean we're superheroes!" Fenton, by contrast, is sceptical, and the pain this causes his flushed, excited father makes you choke. In a superb sequence, the angel appears at the dad's garage (he looks like Kirk Douglas in The Vikings) and sparks fly. What hits you is the glamour involved in being "chosen". Like any love, this one has the force of a thunderbolt. Why can't Fenton be pleased for his pa?

The axe murdering is scary. But as in The Others, what makes your skin tingle is the realisation that the enemy is within, rather than without. The children are dependent on their father, and he won't – can't – let them escape his feverish world. Where The Others had two gifted child actors, however, Frailty only has one. As Adam, Jeremy Sumpter is exceptional, a David Cassidy lookalike whose plump arms and wondering face convey an entity so unformed as to be barely human. But Matthew O'Leary (below) is the sort of cute kid who belongs in Malcolm in the Middle. The more he spells out the problem – "Dad's not a demon-killer, he's mad!" – the more uninvolved you feel. A number of provocative twists are still to come; you can't forgive Paxton, though, for not finding the right Fenton. The dangers – and delights – of religious fundamentalism are worth getting het up about. This film will make you jump; it should take your breath away.

In Dogs Days, the award-winning first feature film by the Austrian documentary maker Ulrich Seidl, a woman called Anna hitch-hikes through soulless suburbs, harassing drivers with advertising jingles and blunt questions about their ageing/fat/leaking bodies. A mixture of the Little Prince and Naked's Johnny, she's tolerated by some and turned on by others. The revelation comes when her latest chauffeur says with a sigh, "I don't know why I keep giving you lifts." People, Seidl seems to be saying, put up with a lot.

Over a few viciously hot summer days, we trail various odd couples who are similarly addicted – whether to violent lovers, mind-numbing sex or the protection of property. All are ironically linked. If anything, the patterning is too neat. There's something contrived about the explosions we witness. Like compatriot Michael Haneke, Seidl seems to enjoy showing middle class women being menaced. Like Lars von Trier, he venerates "innocents" who can withstand abuse. Nevertheless, the low-key craziness of the dialogue, not to mention the relentless symmetry of the framing shots, creates a genuine dis-ease. The best characters here (like Anna) can't be pigeonholed. In fact, they're haunting. Without doing anything "nice", these weird-looking creatures arouse feeling; sidle into one's brain and refuse to leave.

Once Upon a Time in the Midlands is a modern-day Western about a good man's fight to keep hold of his gal; in place of drift plains, sheriffs and wild horses, we get cul-de-sacs, a geeky garage boss and a pink hired-car. Benny Hill once penned a satirical air called "Ernie (the Fastest Milkman in the West)". If that made you grunt with pleasure, you're in for a treat.

Director Shane Meadows, who made his name with "gritty" dramas such as 24-7 and A Room for Romeo Brass, has obviously decided to go mainstream – his mistake lies in assuming that the majority of people are dumb. Where the best Westerns explore archetypes, he makes do with stereotypes. Robert Carlyle isn't stretched at all as Jimmy, the charming little thug who arrives in a Midlands suburb to claim ex-wife Shirley (Shirley Henderson), and their 12 year old daughter, Marlene (Finn Atkins). Meanwhile, Kathy Burke, as his cockney foster sister, has a laugh playing a loudmouth, and Ricky Tomlinson, as her unemployed, singsong-loving husband, fails to notice he's not in The Royle Family. Slightly more thought has gone into Rhys Ifans' role, as Shirley's doting boyfriend, but his move from needy loser to bold winner is such an obvious "arc", that it's hard to take seriously. That he shows he's a winner by throwing a knockout punch is also depressing. Even High Noon's Gary Cooper needed help from Grace Kelly.

Talking of women, the only adult worth watching is Henderson, whose trembly voice and wet eyes get on your nerves for all the right reasons. Her hot-house feelings for Marlene make you want to open the windows and let in fresh air; her mood swings are scarily unpredictable; yet you absolutely believe that she is trying to do the right thing. Finn Atkins' performance is also impressive, her shut-down face (she's a dead ringer for the woman in The White Stripes) hiding a tangled desire to protect Shirley but also look out for herself. When it works, this is a brilliant re-working of Mildred Pierce. Meadows has no feel for kitchen-sink Westerns; but he may have a future in kitchen-sink noir.

In The Bourne Identity – adapted from Robert Ludlum's cold-war thriller – Matt Damon plays a buffed-up amnesiac with a bank account in Geneva. Franka Potente is the everyday German girl caught up in his (increasingly) bloody affairs. Director Doug Liman made Swingers, whose two heroes would no doubt appreciate this. If you recall, they were great fans of video games, especially ones that involved bleeding heads.