The film takes quite a few witty jabs at capitalism and consumerism; it explores people's (here, especially Americans') obsession with fast food, television and cars. The realistic dialogues and quirkiness do make the characters stand out, like all Coen Brothers films. Many might say Marge Gunderson is the only character with good morals, but she isn't as pure as she seems. Marge, though an interesting character who defies prescribed gender roles and becomes our lead protagonist (though she enters only after one-third the film), she is as emotionally distant as the rest, as evidenced from her murder-scene inspection and ending ride with one of the kidnappers. Her routine life and by-the-book procedure, combined with her husband's not-so-sophisticated paintings about ducks and the decor of their house, exemplify the fact how they are a regular couple in a consumerist web so blissfully content in their simplicity and mediocrity.
Expectation vs what's given to us. From the opening title where it says that this is based on a true story and events are shown as it occurred, a certain expectation is set. The Coens take advantage of this liberty and tell the story in the most unusual but interesting way. But they subvert these expectations by slowly inserting scenes that people couldn't have known (if the events are being shown as they occurred). But this helps us understand the characters much better. (We now know that almost the entire thing is fictional, other than, maybe, the murder that inspired them.) The Coens do this throughout the film. Two other good examples come from the scene where Marge meets her Asian friend from college. Compared to the ways Asians are traditionally portrayed in films, Mike really stood out - not at all a clichéd, accented Asian guy, but an emotionally unstable lonely guy who still stays with his parents in his 30s. And the story he tells Marge about his life, we immediately lap it all up, just like Marge does, not realising that the story had the exact plot details from 'Love Story'. The Coens surely take other such jabs at American pop culture. It's not what you expect from a true-story-based crime thriller. It's not what you expect from a comedy. Coen Brother films never usually fit into a single genre, and the unusual blend of crime and humour makes the film stand out.
And without Roger Deakins, the film wouldn't look the way it does. That parking lot scene has been praised and analysed to death by now. And yes, it's a spectacular shot and has so much to say. The acting from everyone in the cast is terrific, especially Steve Buscemi, Frances McDormand and William H. Macy. Macy gives us such a unique and memorably loathsome character - an apathetic, selfish and cowardly hypocrite, always maintaining such a cheery facade. But he represents the frustrations felt by the pawns in the capitalist system, rarely able to earn or save much to be financially or emotionally satisfied. Hence, his various schemes to collect enough money, run away and start a new comfortable life.
Though just a little less than 100 minutes, the film has been assembled with such attention to detail and innovation that it can be analysed and understood in so many different ways. It's not something that seems so great in the first view itself, but the more you see it or think about it, the more it lingers in your mind. Clever to end the film with the words "Two more months", since we know it might be a reference to the end of winter when the snow might melt and reveal the suitcase to a passerby.