Mikey Madison as Ani and Mark Eydelshteyn as Ivan, in Anora. Courtesy of Neon

Cannes’ Palme d’Or winner Anora follows a Brooklyn exotic dancer who marries the son of a Russian oligarch and the wild series of events after the oligarch finds out and sets out to annul the marriage. Director Sean Baker wowed audiences with his breakout Florida Project, which told the story of little girl living in a Florida motel converted to cheap weekly rental apartments, but Baker’s other films, often sly comedies set in a world of sex workers and people at the lowest economic rung, are not for everyone. Although there is some of that in Anora, this one is also a deeply human film about dreams and human connections that takes unexpected turns as it shifts from comedic to touchingly human drama.

Mikey Madison stars are Anora, a Russian American who goes by...