A word of warning. Hal Hartley's Fay Grim (2007) will be just about incomprehensible to anyone not familiar with Hartley's Henry Fool (1997), the story of a garbageman/philosopher (Thomas Jay Ryan) whose "Confessions" (written in those old school notebooks with black-and-white covers) incite extreme reactions in anyone who reads them. During his time on Long Island Henry befriends Simon Grim (James Urbaniak) and inspires Simon to become a famous poet. We never get to hear Simon's poetry but its implied that it's a. obscene and b. not very good. Henry also weds Simon's sister Fay (Parker Posey) and fathers a child (Liam Aiken) with her.
Henry was last seen escaping the country, and as Fay Grim opens we learn Simon has been jailed for aiding him. Fay is living off the royalty checks from Simon's poetry when a mysterious toy arrives which may contain a message from Henry. Soon a CIA agent (Jeff Goldblum) is calling with information about secrets that may be contained in Henry's books. Fay is dispatched to Europe to retrieve the notebooks, where she stumbles into a web of intrigue involving an Israeli secret agent (Saffron Burrows) and a stewardess (Elina Lowensohn) who seems to be the last person to have seen Henry.
That's about as much plot as I can sensibly describe, though its not giving too much away to say that Henry's notebooks are both much more and much less than they seem to be. If Fay is a American everywoman (Hartley offers words to that effect on a making-of doc on the DVD) then Fay Grim can be read as a movie about how little American's understand the world around them. More importantly, if Henry's claims about his colorful past from Henry Fool are true then Hartley wants to make a statement about American interventionism in other countries' affairs.
Parker Posey is at her deadpan best throughout Fay Grim, but take my advice and watch Henry Fool first.