Sasha Baron Cohen is to be admired for invented a new genre that mashes sit-com and reality TV. The movie is illuminating when the focus is on the real people who find themselves ensnarled in Bruno's situations. However, the character of Bruno is so unlikeable (not like Borat's innocent charm) that when the offensive fashionista is in the spotlight, the film turns tedious.
Depp as Dillinger robbed the audience of the price of a ticket. The movie is an uninteresting portrait of a gangster lacking anything that might make him a sympathetic character. Johnny Depp is strangely sans charm in this role and Christian Bale's G-man is so stoic that there is no "fugitive-type" tension in the pursuit of the gangster. The romance in the film doesn't ever sizzle. Nice period feel and look (expect for the heroine's hair which is modern-messy).