Passion Play (2011)

Set in the desert and laced with the deep elements of a modern fable, Passion Play tells the tale of Nate (Mickey Rourke), a down-on-his-luck jazz trumpet player who forms a bond with Lily (Megan Fox), a woman born with wings who has wound up as a carnival sideshow attraction. Together these two damaged souls undertake a turbulent romantic journey while trying to avoid the witty and menacing Happy (Bill Murray), a local gangster.