SotallyTober’s review published on Letterboxd:
Imagine going to a cemetery on your first date. Sarah (Alison Brie) takes Darren (John Reynolds) to dig up her mother's corpse from the grave with the help of scissors. Hold your horses, this is just the beginning.
It's a story of introverted, socially awkward, schizophrenic Sarah who loses the track of dream and reality. She is a salesgirl at a craft store, a fan of the show Purgatory which seems like a spoof of Supernatural, and has an affinity for horses. When Darren goes for a kiss, she hugs him awkwardly. Moments like these are aplenty that perfectly establish her character. She is endearing, it's hard to dislike her.
Plot-wise it's one of those open for your own interpretations. Many a time ambiguity works, it elevates the movie and racks the viewer's brain but just like Sarah, the writing also loses the track of dream and reality. David Villeneuve's Enemy too has an unexplained ending but the plot gives you enough to interpret. Horse Girl in entirety is Sarah's figment of imagination. A lot of it is left unexplained. After a while the narrative becomes monotonous. It had immense potential. I enjoyed the first hour, but the second half is chaos. Alison Brie did a splendid job. We can see a few glimpses of Annie Edison from Community. The dinner-date scene with Darren when she believes he understands her theory, her expression of excitement prove the range of her emotions and her acting prowess.