I also found David Byrne’s True Stories (1986) and watched it a couple of times.

I love this movie. It happens to be a favorite of both rushthatspeaks and spatch, so I have seen it with both of them, and it took until a few years ago for the full soundtrack to become available, which was maddening. Pop Staples' calling of Legba is one of the best I've seen. And then John Goodman singing.