When you look at The Departed cast and see its honor roll of Oscar nominees and winners and then Mark Walhberg's name pops up...well, it's easy to find yourself playing a game of ''Which one of these guys does not belong?'' And yet, the 35-year-old Boston native meets the challenge. He acts as if he belongs, and darned if he doesn't steal almost every scene he's in. Wahlberg's Sgt. Dignam is a true supporting role; its function is to illuminate the stars. Wahlberg understands this, and nails it. Because of him, we clearly come to see what's at stake inside the murky, redemption-starved heart of Leonardo DiCaprio's undercover cop. In the final scene, he brings the twisted plot and elusive themes to a snap-shut close — without saying a word. — Jeff Jensen