A girl does frequently walk home alone at night in Ana Lily Amirpour's debut feature. Sometimes she glides, on a comandeered skateboard, down urban thoroughfares blasted solitary, through ghostly suburban streets. All of these nocturnal movements taking place in the Iranian nether world called Bad City. But like so much about Ms. Amirpour's original and assured narrative twisting, the last person whose safety we need worry about in Bad City is the young woman in the striped shirt and flowing chador. The writer and director has apparently described her film as an "Iranian vampire spaghetti western." Such are the cultural mash-ups that emerge from the speech and upbringing of Ana Lily Amirpour. Her description might sound like a bizarre story pitch, but it's fairly apt. More unlikely than the concept is how well she makes it work. Like the westerns of Sergio Leone and others, Amirpour has taken an American genre, shaken it up and let it settle on...