Taylor Sheridan, whose screenplays for “Sicario” and “Hell or High Water” provided fine material for other directors, also takes on the job of helming with his latest, proving more than equal to the task and adroitly taking advantage of the opportunities he’s provided for himself in the script.

Sheridan’s earlier screenplays were set in the Southwest, but “Wind River” moves northward to Wyoming, where a murder on the titular Native American reservation brings FBI agent Jane Banner (Elizabeth Olsen) to investigate. Banner, a by-the-books type from Las Vegas, will look to Cory Lambert (Jeremy Renner), the wildlife officer who discovered the body, for help in navigating the unfamiliar terrain. The film is thus a mystery, a fish-out-of-water story, and an unlikely-buddy tale that, inevitably, takes on elements of potential romance as well. It also involves immersion in a culture that will be a shock to many, as well as periodic explosions of violence that Quentin Tarantino might envy.

The victim is quickly identified as Natalie Hogan (Kelsey Asbille), a Native American girl who, it will be revealed, was the best friend of Lambert’s deceased daughter Emily. Emily’s death ruptured his marriage to Wilma (Julia Jones), leaving them to share custody of their young son Casey (Teo Briones).
Natalie’s body was found barefoot in the middle of nowhere, and the tracks she left behind in the deep snow indicate that she’d been fleeing something or someone until the bitter cold killed her.

When Banner arrives, she’s unprepared not only for the cold but for the culture shock posed by the reservation. Fortunately she will be aided by amused but dedicated tribal police chief Ben (the always welcome Graham Greene) and by Lambert, whose expertise as both tracker and marksman will prove essential to unraveling the truth and bringing the perpetrators to a very rough form of justice.

It wouldn’t be fair to reveal too much about the specifics of the plot, but frankly it isn’t as complicated as one might expect. It seems, in fact, that Sheridan wasn’t as much interested in crafting a complex whodunit—indeed, he simply uses a sudden chronological swipe to show us how Natalie died, and why—as in fashioning a character study of Lambert, a white man who has so absorbed the Wyoming Native American culture in which he lives that he seems utterly at home with the lifestyle and attitudes it represents. (Laconic and quietly effective, he shares many of the qualities of Tony Hillerman’s Joe Leaphorn and Jim Chee.)

Sheridan also wants to show the realities of that culture and the harsh but beautiful environment in which it persists, though not in thriving state. He and cinematographer Ben Richardson capture the snow-covered landscapes in widescreen images so crisp that they might give you the chills. But they also, like Hillerman in his books about the Navajo, observe the essence of life on the reservation, not only in the attitude of Ben, who expects little from the FBI but a pro forma checking off of boxes on forms and is surprised at Banner’s passion, but in the depiction of Natalie’s background through visits both to the home of her father Martin (Gil Birmingham, who movingly conveys both pain and resignation) and to the run-down trailer where her angry, despairing brother Chip (Martin Sensmeier, in an affecting cameo) stays with some notorious ne’er-do-wells. Such moments express no little respect—and sympathy—for those trapped in circumstances caused by policies framed by outsiders, but they also allow—through Lambert’s eyes—a measure of exasperation as well as commiseration, and even a few fleeting moments of humor that might lead to you think back on the portrayal of the tribe in “Little Big Man.”

The impact of outsiders on the reservation is amplified by a turn that takes the investigation into the nearby camp of an energy company extracting the region’s riches at the expense of the locals. There Banner, Lambert and Ben encounter a bunch of macho security guards, played by Hugh Dillon, James Jordan and Jon Bernthal, among others, whom isolation has made even more susceptible to breaking the rules than they had been in their former lives. There follows a confrontation that will carry terrible consequences, but also lead to a satisfying conclusion in which retribution takes a form that would not have been out of place in the Old Testament, had the weather in the Middle East been like that of Wyoming.

Olsen’s Banner is the authority figure here, but like Emily Blunt’s agent in “Sicario,” she really plays second fiddle to the men around her—in this case Renner, whose Lambert is the narrative and emotional center of the film, and whose controlled, subtle performance anchors it. The supporting cast is splendid down the line, with Greene, Birmingham and Apesanahkwat (as tribal elder Dan Crowheart) standing out but others—like Eric Lange as the local medical examiner, Tantoo Cardinal as Crowheart’s wife, and even little Briones—contributing brief but effective moments. Ace work from production designer Neil Spisak, costumer Kari Perkins and editor Gary D. Roach add to a spot-on technical package, while the score by Nick Cave and Warren Ellis adds atmosphere and punch as appropriate.

The result is a taut, brooding procedural with a compelling central character and a startlingly real setting. It also proves that Sheridan’s talents extend beyond the word processor to the director’s chair.