“I’ve been here before, but I’m really happy to be back,” said French actress Isabelle Huppert as she basked in the glow of all the neatly stacked cinema surrounding her.

A frequent visitor to the Criterion Closet, Huppert wasted no time in making her selections, starting with Barbara Loden’s “Wanda,” which tells the story of a female Rust Belt wanderer turned bank robber trying to survive the aimlessness put upon her by the world she inhabits.

“Here is ‘Wanda.’ A good friend of mine,” Huppert said, kissing the character on the cover. “I like this woman. She’s great. Barbara Loden.I like the way she comes to the court with bigoudis.”

For those non-Francophiles, translation: curlers. Huppert followed this choice with a set of films from Italian neo-realist Roberto Rossellini that includes “Stromboli,” “Europe ’51,” and “Journey to Italy.” In reflecting on Rossellini’s relationship to wife and collaborator Ingrid Bergman,...