You might not expect it from the whimsical, episodic structure, or the convivial air promised by the retinue of famous and semi-famous faces, but Jonas Mekas’ Sleepless Nights Stories is downright creepy. Opening with an insomniac Mekas wandering about his new apartment at 4 am bemoaning a life packed away in cardboard boxes, it blossoms into a peripatetic nocturnal diary, told via chance meetings, literary references, and typewritten inter-titles, a collection of stories bound thematically by invocations of Dante, The Arabian Nights and Japanese haiku.

It’s a midnight ramble that, despite quotations from peaceful, naturist haikus by Bashō and Kobayashi Issa, has one foot in the demon-infested world of Japanese folk legends, where literal manifestations of doom creep at every turn. The film’s shadowy atmosphere, playing out in crowded bars, gallery openings and friends’ apartments, shifts from crepuscular to spooky because these encounters, through their stories, imagery or simply...