A Girl Walks Home Alone at Night was written and directed by Iranian-American Ana Lily Amirpour and is based on her graphic novel of the same name. Filmed in California but set in a surreal, industrial Iranian town called “Bad City,” it follows a vampire (Sheila Vand) who wanders the streets looking for . . . .well, it’s never quite clear what she’s looking for, or what she wants, or what she’s doing.