THE IMMIGRANT (2014) Rent on Amazon, iTunes and Vudu. The director James Gray returns to movie theaters this weekend with “Ad Astra,” a story about a man who journeys to mysterious corners of space. With “The Immigrant,” Gray directed a story about a woman who crosses the Atlantic Ocean in search of a better life on a mysterious new continent. That continent is North America, and that woman is Ewa Cybulska, a Polish immigrant who arrives at Ellis Island in 1921. Soon threatened with deportation, Ewa is saved at the last minute by Bruno Weiss, a representative of the Travelers Aid Society played by Joaquin Phoenix. Weiss is also a pimp who produces burlesque shows, and Ewa’s time with him quickly comes to involve illicit business. “The film is earnestly and unabashedly melodramatic to an extent that may baffle audiences accustomed to clever, knowing historical fictions,” A.O. Scott wrote in his review for The New York Times. “But it also has a depth and purity of feeling that makes other movies feel timid and small by comparison.”