McCabe and Mrs. Miller (1971)
The opening scene shows an anonymous rider coming slowly into this frontier mining town in the Pacific northwest in the dead of winter all bundled up so you can't see his face, with Leonard Cohen's haunting voice in the background singing: "just some Joseph looking for a manger".
The final scene takes place in a snowstorm, and there was a snowstorm taking place outside my window at the same time. So I was into this movie, I'd say.
This is a Robert Altman film, so there is a lot going on most of the time, and you're thrown into the thick of it. It's a western, and it had to be the inspiration for Deadwood.
It tells the unpredictable story of a town being built from scratch and the people who migrate there in search of fortune, freedom, adventure..., displaying a mix of self-reliance and community spirit. There is nothing sentimental or mythical about this movie, but it does contain a measure of redemption in the midst of frontier "justice".
It gets five-stars from me.