There’s a moment early in Robert Eggers’ Nosferatu, when Lily-Rose Depp, last seen as the twisty pop star in The Idol, telegraphs to the audience: This will be unlike anything you’ve ever seen before.

Ellen is a smart, strategic thinker frustrated by her brothers’ desire to use her as a pawn in clan politics. Brian is the bastard son of a local curmudgeon who catches her eye at a gathering, forging ...