After watching him play the fan-favorite Steve Harrington for years in the pop-culture phenomenon that goes by the name of Stranger Things, you probably didn’t imagine you’d see Joe Keery as a simpleton with a heavy Southern accent. But Keir O’Donnell’s debut feature, titled Marmalade, clearly proves that Keery wants to break out of that image. His very recent role in the fifth season of Fargo can testify to that as well. And if his performance in Marmalade is anything to go by, then it can be said that Keery is very much on the right track.

I generally take pride in figuring out the twist beforehand in many films, but Marmalade has managed to beat me in that game. Neither me nor FBI agent Otis saw it coming, and that’s where the film wins. Initially appearing to be a run-of-the-mill heist thriller along the lines of Bonnie and Clyde,...