The first breakout movie of this year’s Cannes Film Festival is Andrea Arnold’s “American Honey,” which premiered to rave reviews. On Sunday, the cast—including Shia Labeouf and newcomer Sasha Lane–appeared at a press conference for the indie, which follows a group of young kids that travel across the country hustling money by selling magazine subscriptions.

Arnold (who put Michael Fassbender on the map in “Fish Tank”) discovered her latest star on the beach during spring break. “She just came up to me,” says Lane, who grew up in Texas. “She just seemed really nice and was smiling. I didn’t know what she was talking about.” But Lane found herself immediately trusting the director. “I knew she was someone important and would take care of me. I knew it wasn’t going to be a porn scam.”

“Did you get porn directors?” Arnold asked back. “There...