I think I've tried now, but David Lynch really isn't 'my' director. I understand he is deliberately playing with hokey pulp fictions and other B-movie archtypes in this movie, but scene after scene which seems explicitly designed for you to not 'get it' eventually just becomes draining; I can see he's going for 'allusive' here but, for me, it ends up just being elusive.
When Fred calls home a brick-sized cellular phone [it] places Lost Highway in the mid-1990s as surely as the soundtrack, meaning it loses the timelessness of most of Lynch’s work. […] The detectives who follow Pete around (and take on a larger role than the dim-bulb cops in Fred’s story) are also reminders that we’re watching a movie. Quentin Tarantino does this sort of winking all the time, but Lynch shouldn’t. His work is always stronger when it feels like he’s tapping into the subterranean aspects of real life, and the oddness of his movies is striking because they get much closer at the primal, hungry impulses of real people than most films. When he’s aping other films, it’s never as compelling, or as emotionally true.
— Jeremiah Kipp (Slant Magazine)
Slavoj Žižek, who wrote a whole book about Lost Highway, views [the protagonist's] transformation as a kind of displacement, the gangster a projection of the inhibitions and anxieties that haunted the jazz musician. His failure to act, to be an agent in the world, has been transposed onto this odious criminal. This is the function that Trump serves for many today, not just in the liberal world but among some left maximalists too. Trump embodies action, power, movement, excitement: an incitement to open insurgency against the fascists, perhaps, or at the very least a symptom of the breakdown of liberalism. But this may be ultimately an attractive and convenient way of externalizing an internal blockage: the deep, dispiriting rift between the historical left and the historical working class.
— Matthew Karp (Sidecar)