Macabre and melancholy but suffused with a delicious absurdism that somehow doesn’t clog the arteries of its hopeful little heart, Pablo Larraín’s sprawling, peculiar, terrific “My Sad Dead” is about 20 things at once in every moment. It’s a ghost story, obviously, on account of all the ghosts.

It’s a droll tragicomedy, with eccentrically deadpan […]