Daniel O'Raw’s review published on Letterboxd:
Lynch's Twin Peaks fuck you to the TV network. It's basically one big horrible nightmare which is the life of Laura Palmer leading up to her death, the investigation of which was the basis of the TV series. The show was very creepy at times, but FWWM plays like a pure horror film, Lynch has the freedom to do whatever he likes so it is vicious, dark and fucked up.
Coop is there but not a lot, David Bowie is there for some reason, but mainly its about Laura and Leland Palmer. So it's good that Sheryl Lee actually gets to play Laura properly and she's excellent as is Ray Wise again as Leland, who makes Leland seem way more creepier than before and adds a much darker element to their existing family dynamic which we didn't get to observe in the show. The mum Sarah seems to know more than she lets on in the show.
The film's horror stems from the horrific figure of Bob who basically seems to symbolise demonic evil, and every time he's on screen he is horrifying. But it's also disturbing because of the cycle of abuse metaphor you can attach to Bob. A man like him abused Leland as a child and now he abuses his daughter, it's this tragic horrifying cycle where Bob seems to symbolise the underlying darkness in humanity. This coupled with all the freaky spirit stuff and red room dream scenes make this film horrifically entertaining if a bit infuriating for fans of the show. But come on, Lynch was never going to resolve the end of season 2 thats for the new season! .....maybe