I stuck with Stay as long as I could. I understood that Ewan McGregor plays a Manhattan psychiatrist named Sam, Naomi Watts plays Sam's fragile artist girlfriend, Lila (she's got the wrist scars of a would-be suicide), and Ryan Gosling is Henry, a rabidly depressed college student under Sam's care who's also an artist, also suicidal, and also...well, maybe he's also Sam. Or an aspect of Sam. Or else Sam is an aspect of Henry. Maybe Henry is an aspect of Lila. Maybe what we think is reality is all an illusion. Maybe illusion is actually reality. Maybe we're all jacked into the Matrix.
Eventually I gave up on meaning and began instead to study the profuse imagery and also the flat characters and anchorless performances as if the whole were an art installation from Swiss-German director Marc Forster (Finding Neverland) and New York screenwriter David Benioff (Troy). See how Sam wears high-water pants; notice the groupings of twins and triplets in the background. Here is the Brooklyn Bridge, and Manhattan skyscapes, and Bob Hoskins as a blind man with his eyes rolled up in his head. Are we not all blind pedestrians on the Brooklyn Bridge? No? Then I can't stay.