American Fable is ambitious, maybe too much so sometimes, but there's an intense pleasure in the boldness of the film's style.
"Mad Dog and Glory" is one of the few recent movies where it helps to pay close attention. Some of the best moments come quietly and subtly, in a nuance of dialogue or a choice of timing. The movie is very funny, but it's not broad humor, it's humor born of personality quirks and the style of the performances.
The movie begins when Wayne, a timid Chicago cop (Robert De Niro), walks in on a convenience store holdup and accidentally saves the life of Frank, an expansive gangster (Bill Murray). Frank is not your average hood. He not only owns a comedy club, he performs in it.
He also collects bets, which is why he controls a young woman named Glory (Uma Thurman), who is trying to work off her brother's gambling debt. One day she turns up at Wayne's house and explains that Frank is giving her to him for a week, in gratitude.
This is a present Wayne does not want. Indeed, he is beginning to see that his entire relationship with Frank is a big mistake, since there is no way to be this gangster's friend without being drawn into his activities. Wayne doesn't even think of himself as a real cop. He's shy and fears he is a coward. He works for the department as an evidence technician and frames his photos of dead bodies as if they were art; he's a would-be Weejee.