It's really hard to talk about this movie without mentioning *spoilers*, but I will try.
First of all, it was adapted from a stage play, so most of the movie takes place in a small motel room.
Ashley Judd plays Aggie, a bar waitress living in a broken down motel in Oklahoma. Jerry, Her violent ex-husband, played by Harry Connick, Jr., is released from prison and plans to stay with her for a few days against her wishes. Meanwhile, Aggie's friend introduces her to Peter, a mysterious stranger played by Michael Shannon. Soon, Aggie and the stranger begin a love affair.
As the story progresses, we learn that Aggie's son was abducted from a supermarket when he was 6 years old. In addition, Peter claims that he was the subject of secret government experiments and is on the run. He claims the military implanted aphid-like bugs into his body and they are multiplying in his blood stream.
This is a sometimes intense, often disturbing movie about lonely, miserable, paranoid people. It contains violent, bloody scenes (including self-mutilation). The tone is a real bummer, so don't watch it if you are depressed . . . it will only make you worse.
The acting is excellent all the way around. It was directed by William Friedkin, but it looks more like a David Lynch film.