First of all Dear Wendy is a tribute to Kubrick: We have the gang from A clockwork Orange, the gun named Lyndon (and the ancient guns) from Barry Lyndon. And there are more subtle references: a chart from one of the bullets reads Full Metal Jacket, etc.
Although directed by his friend Vinterberg the story is written by von Trier and bears all the marks of a von Trier-movie, but this time it is deeply drawn up in irony. A typical Von Trier-story always watches like literature: idealist gains strength from his beliefs but is confronted by the real world (in this case an ex-con), his beliefs are shaken and self-imposed rules are broken. And enter the tragedy.
The US-setting fits the teasing we are now familiar with from von Trier but the wider meaning is much more universal and it raises several interesting questions. Can a society be free of gun violence when people have guns readily available (US vs Switzerland)? Is gun culture and adoration a wider problem than guns themselves? Or do people need guns in order to rise against any form of eventual dictatorship? What does pacifism mean?
This is a very refreshing movie from Vinterberg-von Trier. It is an interesting study in irony and gun culture with good camera-work from Anthony Dod Mantle and interesting special effects. Would certainly have made a splash and controversy at Cannes.