Stormy Monday is a four-person character study in which style is all that matters. This tautly constructed, deftly executed crime thriller is set in economically depressed Newcastle England. Sting plays Finney, a relatively honest Newcastle jazz-club owner who crosses the path of crass American gangster Cosmo (Tommy Lee Jones). Flaunting his wealth at every opportunity, Cosmo wants to involve Finney in a land development deal -- if only he'll give up his club. Both men are enamored of Kate (Melanie Griffith), who becomes a pawn in their ongoing one-upsmanship. Kate and her lover (Sean Bean) try to prevent Finney from corrupting his own sense of values by wallowing in the gutter with Cosmo. Stormy Monday, the first feature-length directorial effort of former jazz musician Mike Figgis, who also wrote the script and composed the score, tells its story using subtle shadings of character and a vivid evocation of its Newcastle setting rather than through violent action. Figgis's moody direction of his excellent screenplay is quietly effective and brimming with visual nuance and irony -- particularly in its perceptive take on love, money, jazz, and economic necessity.
~ Hal Erickson, All Movie Guide