Steve Erickson’s review published on Letterboxd:
When analyzing a horror movie, it's helpful to ask who the monster is and what it threatens. WE'RE ALL GOING TO THE WORLD'S FAIR could only have been made by a director whose formative experiences as a teenager mostly took place online. Where Olivier Assayas, Charlie Brooker or even Kiyoshi Kurosawa have located the monstrous in the Internet's potential to enhance humanity's worst qualities, Jane Schoenbrun is much more optimistic. For one thing, the loneliness and isolation shown in WE'RE ALL GOING TO THE WORLD'S FAIR aren't a product of her characters being Extremely Online. In this film, no one is ever shown in the frame as another person. It does show exteriors and even nature scenes, but it takes place in an ultra-anonymous location that could pass for the remote suburbs of British Columbia, Massachusetts, or Minnesota. Compared to the artfully arranged lamps and bisexual lighting of Casey's (Jane Cobb) room, why would you want to meet your friends in person if Wal-Mart is the only place to go?
Last year, I watched a video about a cult gathering members through YouTube by making them post videos showing themselves pricking their figures and swearing a blood oath to the leader. The inspiration for WE'RE ALL GOING TO THE WORLD'S FAIR conjures up all kinds of online weirdness, but "conjures" is the key word. As monopoly capitalism homogenized online spaces, no one goes onto YouTube anymore expecting a life-changing limit experience. But Casey finds one. Given the bodily alterations shown in other people's videos, it's not necessarily a safe one, but the switch in perspectives to an older man halfway through does not lead to the stranger danger narrative one might expect. The background that Scohenbrun is trans and non-binary and intends the film as an allegory for their experience helps explain the overwhelming sense of isolation, even if Casey isn't explicitly depicted as a trans teenager. The kind of people who say things like "the Internet was a mistake, society would be better off it was never created, it's only made us lonelier and destroyed our sense of community" usually didn't have trouble finding public spaces to meet their friends without getting assaulted or accurate information about their identities 20 years ago. To get back to my earlier point, the monstrous in WE'RE ALL GOING TO THE WORLD'S FAIR threatens a world that's already been so thoroughly atomized and poisoned by the idea of a stable, unchanging identity that growing fungus on your arms seems more pleasurable. This film takes a leap into ambiguity and mystery (even a benign sort of "post-truth") that not all viewers will appreciate, but it succeeds at finding a form to respond to the world being created online.