Filipe Furtado’s review published on Letterboxd:
Two very hot people want to fuck, but there's some pesky mob hits (and the fact that he is a corrupt cop who really hopes the deed was not done for even more corrupt cops). It is a great contemporary screwball propelled by two wonderful movie star performances (Barkin is playing Grant to Quaid's Hepburn). McBride directs it with the same deliberate artificiality he brought to his wonderful Breathless remake. A mirror of genres set at movie movie land. Great parade of character actors fill the background (How many movies have Ned Beatty and John Goodman sharing multiple scenes?). Good action, even if the mystery is as pedestrian as it gets. It is as violent as it is sexy. For a movie whose main plot is about reforming a corrupt cop, it is gleefully amoral, but than The Big Easy "love the sinner" attitude might be its least contemporary quality and almost nothing about this movie would get greenlighted today.
As a small curiosity, The Big Easy was the very first Sundance pickup movie which kinda makes a lot of sense in retrospect.