Like many people, I thought Bug was a horror movie, but I was pleasantly surprised that it wasn't. Instead, this is an intriguing psychological study of the illusions we'll endure for the promise of love.
The movie that comes to mind is Richard Linklater's Tape. It is perhaps just the off-Broadway feel. Night of the Living Dead has a similar economy.
Ashley Judd is excellent, but the movie's main flaw is with her character. There is not enough to convince me of her desperation. Sure, she is a white trash woman with a lot to regret, but her endurance is what I am most convinced of.
Harry Connick, Jr. is more Tony Franciosa than ever. He is a wicked thug. Michael Shannon is a pleasant surprise.
After the set up, the movie changes character significantly, but never quite outlives it's pretenses. Craziness kicks into high gear out of the blue. Harry Connick's character falls by the wayside. The climax has to come because all sympathy is blasted from the characters. Still, I enjoyed the ride.