Almost Blue opens on Morris (Michael Madsen) belting out a song on his saxophone in a scene that looks great. It comes alive as the camera makes its way around the jazz quartet he's playing with and then back to Morris. It's a very kinetic, authentic introduction.
There are other interesting things in Almost Blue but they're far outnumbered by the movie's flaws. A light, pointless script is the main issue. Poor editing is the nail in the coffin.
For some unclear reason, Morris's agent is used as a framing device for the story. Every now and then the movie cuts to him. Each time it does, we find him keeping himself warm in front of a burning barrel as he rambles directly to the camera in vague platitudes, barely making any sense. He's kind of a fun character but good luck making heads or tails of what he's saying.