I saw Romance and Cigarettes for the first time at the 2005 Toronto International Film Festival. The screening I attended was on a stormy weekday afternoon at the tail end of the festival. I was cranky, tired and running late - the theater was so packed by the time I arrived, I had to sit in the third row - and I came away thinking writer-director John Turturro had made a noble attempt, but failed.
The movie never opened in Miami theaters, so I didn't have to review it. But I've watched Romance and Cigarettes several times on DVD since then, and I like it more with every viewing. Why is it that some movies get better the more times you see them? This is not a matter of learning to appreciate a film for its camp value or unintentional humor. I wouldn't qualify Romance and Cigarettes as a guilty pleasure or anything like that. I think some movies - and they are rare - are so peculiar and specific, they require a certain mindset in the viewer before you can appreciate what they are trying to do. You have to learn how to watch them before you can really savor them (Barton Fink is another film I would place in that category).
I would never defend Romance and Cigarettes as a masterpiece, but I realize now my initial reaction to it was completely off. Check out this clip from the film in which Tony Soprano James Gandolfini sings an Engelbert Humperdinck tune and tell me this is not awesome (the musical numbers by Christopher Walken and Kate Winslet in the film are standouts too):