In life and in cinema, Pedro Almodóvar likes to talk about death. When people aren’t losing their faculties in his films––like going blind (Folle… folle… fólleme Tim!), falling into comas (Talk to Her), or falling apart altogether (The Skin I Live In)––they dwell on the afterlife or are already there (Volver), though never is it a cause for undue solemnity. Speaking in a New Yorker profile in 2016, the director recalled watching the local woman in his hometown of Calzada chatting as they tended to their families’ graves. “Death disappeared,” Almodóvar explained, “because the important thing was the flowers, the conversations.”

That sentiment is alive and well in the director’s latest death film. His first-ever English-language feature, adapted from Sigrid Nunez’s novel What Are You Going Through mostly in structure only, The Room Next Door stars Tilda Swinton as the terminally ill named Martha who decides...