One of the primary rules of horror movie survival, "Never talk to strangers," is ingeniously ignored by two young women in A24's newest psychological thriller, "Heretic." A dark, stormy night and a house shrouded in dense foliage are two cinematic warning signs that scream, "Don't go into that house." However, for two young missionaries from the Church of Jesus Christ of Latter-day Saints, talking to strangers is essential to spreading the good word of their church. Writer-directors Scott Beck and Bryan Woods compose a film that is slim on the usual jump scares that often define religious horror stories but instead invests in thought-provoking, tension-building conversations about faith.

The film begins in small-town America with Sister Paxton (Chloe East) and Sister Barnes (Sophie Thatcher) charmingly trading innocuous chatter about all things holy and otherwise. The two women, proud and motivated to share the lessons of their congregation, venture at...