"Mock-heroic yet still lyrical, faux-mythic but honest too, uniquely and absurdly and often hilariously Canadian, My Winnipeg is like no documentary you've ever seen. Only Guy Maddin, reared in the frigid burgh that doubles as his inspiration and his prison, could have made this film. And, perhaps, only we in the true North can fully appreciate it, can locate, somewhere in the nexus between the outrageous fiction and the twisted fact, its magnetic pole, the force field that draws us in - huddled together and laughing, not least at ourselves.
Complete with his baroque voice-over narration, the [film] suggests, and sends up, the sort of reverential odes typically reserved for the great capitals of the world. But the differences are twofold: (1) This ain't Paris or London or Rome, it's board-flat and frozen Winnipeg; and (2) You can barely trust a single fact that Maddin cites. Steeped in their historical riches, Europe's cities can rely on mere fact; ours need a helping and imaginative hand.
Like anything original, My Winnipeg is hard to classify. It's not exactly satire, although it has satire's bite. And it's not really a mockumentary, although mock it surely does. Instead, there's art in this artful dodge, and there's a genuineness that goes beyond the elegiac longing engrained in every Maddin film. That genuineness can't be faked and its source, beneath the permafrost of his ridicule and resentment, isn't hard to locate: The man dearly loves what he's leaving; his prison is inescapably his one true home."