Zoe Saldaña. Karla Sofía Gascón. Selena Gomez.

The three women are at the heart of “Emilia Pérez,” Jacques Audiard’s singular Spanish-language crime drama musical that chronicles Mexican cartel leader Juan “Manitas” Del Monte’s transitional journey to realizing her true identity as a woman: the eponymous Emilia Pérez.

The trio play vastly different characters whose lives become inextricably intertwined: Saldaña as the under-appreciated defense lawyer, Rita, hired to shepherd the transition; Gascón as the drug kingpin, Manitas, who abandons a life of violence in an attempt at a new beginning as Emilia; and Gomez as the kingpin’s unhappy, powerless wife, Jessi.

“Emilia Pérez” challenges convention and defies expectations, turning a spotlight on marginalized communities and exploring themes of self-identity, transformation and rebirth. “At its core, this film is about women,” Saldaña said via email. The people she and her costars play are “exceptional female characters each looking for their own version of freedom,...