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The Man Who Cried is a film about identity. About who you are, where you fit in and how you relate to those about you. About finding your place in the world, and about losing it.

Christina Ricci plays Fegele, a young Jewish girl who seems to have no place in the world. Abandoned by her father as a child when he went to America to seek his fortune, she is forced to leave her native Russia when her village is burned down. Thinking she's on her way to the promised land of opportunity, America, she actually ends up in England, where she is given a new name, Suzie, and a new family, an uptight English couple in a terraced house. Teased and tormented at school, she clearly fits in nowhere. Only a passing troupe of gypsies at the school gate awaken in her any spark of recognition or belonging.

'You've got to learn to fit in,' she's instructed by the well-meaning schoolmaster who tries to teach her English, and who, as a Welshman, is himself displaced from his homeland and forced to speak a foreign tongue. But it doesn't look as if Suzie is ever going to fit in in England, and so she leaves school and takes ship for Paris, where she joins a troupe of Vaudeville dancers, the leading light of which is Lola (Cate Blanchett). Platinum blonde, thin as a stick and tall as a sunflower, Lola is a Russian refugee determined to better herself. She soon sets her sights on Italian opera star Dante (John Turturro), and, after inveigling her way into his opera company, she eventually becomes his lover.

Meanwhile, whilst working at the opera with Lola, Suzie meets Cesar (Johnny Depp), a dark and mysterious gypsy horseman who, like herself, is an outsider in the superficial glitzy world of pre-war Paris.

Not pre-war for long though. The heavy tramp of goose stepping jack boots is soon heard echoing in the distance, and as a Jew and a gypsy, things don't look rosy for Suzie and Cesar. And so once again Suzie finds herself on the run, heading for America, in search of her father. Will she find him, and in so doing, finally find the place she belongs? Now that would be telling.

Like Chocolat, The Man Who Cried is one of Johnny's 'and' films, the main purpose of his limited screen time being to provide a dark and brooding love interest for the heroine. Cesar is no smooth talkin' romantic like Roux, however - in fact for the first three quarters of an hour of the film he doesn't speak at all, and once he does (in a suitably sexy, husky Latino accent) he's hardly voluble. In addition, his liaison with Suzie is pretty short on romance. Whilst the film's portrayal of gypsies is straight from a story book, all dark swarthy good looks and exotic outfits, Romany caravans and constant violin music, Cesar's first sexual encounter with Suzie makes for uncomfortable viewing and is hardly a glamorous sexual awakening for the young heroine. (Although come to think of it, I was never really convinced by Depp and Ricci as a couple in Sleepy Hollow either.)

Throughout the film, sex is something that men do to women and women endure. Lola lies back and thinks of fur coats and posh restaurants while Dante does the business, while Suzie, though clearly fascinated by Cesar, never looks entirely relaxed when they're together.

But then again, they're not supposed to be Romeo and Juliet. Rather than star-crossed lovers, Suzie and Cesar are two outsiders who find solace from a cruel world in each other's company. But although Suzie may believe she has found a place where she belongs with the gypsies, it soon becomes apparent she hasn't. As the Germans invade and the Holocaust beckons, Suzie finds herself excluded from the close knit family of the gypsy camp. Whilst Cesar must stay to protect his family, Suzie must escape alone to find her own family.

If the theme of the film is identity, then the leitmotif is the song Suzie is taught by the Welsh schoolmaster: Dido's lament from Purcell's Dido and Aeneas, 'When I am laid in earth'. 'Remember me for I forget myself', the haunting lyrics plead. The Man Who Cried exposes on the one hand the dangers of forgetting yourself, losing touch with your roots and reinventing your life until you no longer know who you are, and on the other hand, the necessity to do so in order to survive.

In many ways, the film is reminiscent of Cabaret (although, it has to be said, it's not nearly as good). Fascism is discussed in terms of aesthetics - 'Mussolini certainly has a great sense of theatre', Dante and theatre owner Mr Perlman (Harry Dean Stanton) agree complacently - whilst the lost and the lonely (certainly in this film 'the only ones with style', as Tyla so presciently put it) sing and dance and smile too widely and too much in the shadow of death.

'We're safe here in Paris,' Suzie's old Jewish landlady insists fearfully, before she is carted away by the police, 'in the country where they wrote the declaration of the independence of man. Liberté, Egaltité, Fraternité.' Yet there doesn't seem to be much freedom, equality or brotherhood from where we're sitting. Everyone is out for themselves, and racism abounds, from the casual anti-Semitic comments thrown around in the chorus dressing room to the deliberate bating of the gypsies as 'dirty, lazy thieves' who 'don't want to work'.

The spectre of the war ahead generates a terrible sense of impending doom and tragedy, which only serves to underline the fragility of the characters' lives, of their safety and the world they have struggled to create for themselves. The Man Who Cried, it transpires, is the man who has lost everything, whose hopes and dreams have been torn away by vast political forces completely beyond his control. Suzie's father: tears coursing down his face as he leaves his impoverished family to start a new life in America. Dante: his opera stardom, won through so much hard graft and determination, swept away as the Germans enter Paris. Cesar: weeping silently in the dead of night because he must let the woman he loves go free before his whole way of life is destroyed.

So far, so solemn. And it has to be said, The Man Who Cried is not a bundle of laughs. Lacking the desperate sparkle and seedy pizzazz of Cabaret, it's a bit slow and disjointed in places, and none of the characters have the appeal of a Sally Bowles. Yet the stellar cast work hard to bring to life characters which are, in the end, pretty cliched (odd, really, given that the film is so keen to expose the ugliness of racial stereotyping).

Johnny provides a rich source of eye candy but isn't given much chance to excel - face it, he can play the brooding gypsy outsider role in his sleep. And in this film, that might just be what he's doing. Christina Ricci, still looking about twelve years old, does her best to bring some colour to the frustratingly passive Suzie, whilst John Turturro gives a credible performance as the self-centred male diva Dante. But it's Cate Blanchett who really shines. Looking utterly at home in 1940s attire, she brings to the role of Lola a tough, brassy determination and brittle optimism that only just conceals the fragile, good hearted woman underneath.

The Man Who Cried feels like a film of a book, although as far as I can tell, it's not. At times, I felt a voiceover would be nice, filling me in on what the characters were actually thinking. With so little dialogue, it's hard to infer what they're feeling from the odd mournful gaze of significant stare, and this makes emotional involvement difficult. Did Lola actually love Dante, or was she just after his money and power? Did Suzie love Cesar, or did she just feel more at home with him, an outsider like herself, than with anyone else? Then again, do we really care.?

A flawed film, then, that promises more than it delivers and never entirely satisfies. And yet I'd say the moments of beauty, the unexpected sparks of comedy, the gorgeously lyrical soundtrack, Cate Blanchett's glittering performance and, well, Johnny on a white horse make it well worth checking out.