“Wind River” is a thriller about grief. While that might not sound attractive, it plays well on multiple levels. And as a vehicle for Oscar nominated writer turned director Taylor Sheridan, “River” might look familiar but is an example of an emerging crime genre set in flyover country.

When veteran game hunter-tracker Cory Lambert (Jeremy Renner) discovers the frozen body of a Native America girl on the Wind River reservation, the FBI are called in to investigate. As the snow falls, local law enforcement stays in a holding pattern until agent Jane Banner (Elizabeth Olsen) arrives on the scene. Jane is less than impressive, and having been called in from the Las Vegas branch of the Bureau, she’s ill-prepared for the harsh Wyoming weather.

The threshold question is, whether this is a murder? The gatekeeping law holds that if the girl was murdered, the FBI will take over the investigation. Otherwise, the case will fall on the local Native American authorities, who are poorly funded and understaffed. A key theme being explored here is the forgotten people, particularly women who go missing on reservations without significant attention being paid to the problem.

Lambert takes this death personally. Years earlier, he lost a daughter in a similar fashion. And blaming himself, he intends to find this killer. Jane, an eager young agent, is frustrated by the lack of interest by the Federal Government. She recognizes that Lambert might offer her specialized assistance. Naturally, this leads them to team up.

While “Wind River” effectively sells the thriller vibe, it is at its heart a drama about managing and living with grief. Not only is Lambert attempting to come to grips with his loss, but the entire Native America population of the reservation seem to be suffering. It is a joyless life-style on display, one that raises questions about the state of the first Americans.

Striking a very unpretentious tone, Sheridan (see “Hell of High Water”) works from his own script. And like his previous work, which includes writing 2015’s excellent “Sicario,” passages of dialogue provide great insight into character motivations aside from merely advancing plot. And Sheridan smartly knows when to insert shocking violence and action sequences that punctuate what amounts to a dramatic narrative with an important message.

Renner is terrific as a white man drawn into the Native American world when he marries a member of a tribe. His Lambert is an outsider but one that understands something of the rough and forgotten people. Pairing him with Olsen is tricky. She immediately seems miscast as an agent. But like Emily Blunt in “Sicario” the casting of a slight even fragile actress in a role that requires toughness and physicality pays off handsomely. When required, Olsen plays Jane as a well-trained machine quick to reach for her weapon and discharge it appropriately. After a period of adjustment, the local officers and Lambert no longer question Jane’s abilities and the team gels. And the viewer accepts the characterizations focusing then on story and message.

Avoiding cliche, “Wind River” proves to be emotionally connective and socially important. It uniquely uses thriller and crime procedural to tell a story about the grieving process.

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