"I have only one death. I want my death to be for you," says an earnest young woman (Luisa Williams) as she arrives in New York for a suicide mission. The yearning of most people is for a love to give their life meaning; the yearning of this person is to win God's approval for her act of terrorism. She is picked up and taken to a hotel. In the room, she cleans herself meticulously, trims her nails, and washes her undergarments. Three men wearing black masks appear to give her instructions. She is provided with a false identity, allowed only a small amount of money, and makes a video in which she is supplied with a large gun and bullets which are draped over her shoulder.

In her debut film, writer and director Julia Loktev has made a scary and gripping drama that gives us no background on the girl, the terrorist group, or her reasons for leaving home and signing up for this mission, which involves taking a bomb inside a backpack and blowing herself up along with as many people as she can kill in Times Square. The second half of Day Night Day Night is filled with suspense as the zealous young woman takes to the streets and tries to calm her fears by eating sweets. Luisa Williams does an excellent job creating tremendous drama and tension in her smallest gestures, facial expressions, and the unforeseen frustrations on her mission.