“This Must Be The Place” is a tongue-in-cheek comedy that is also an unexpectedly touching exploration of identity and the father-son relationship.

Cheyenne (Sean Penn) plays a 50-year-old former hard-rock star, a sort of Ozzie Osborne type, now living on his royalties in a big house in Ireland. Nicknamed Chey, pronounced “shy” by his patient, doting, no-nonsense wife of 30 years (Frances McDormand), the retired rocker still wears mascara and dresses Goth as if he is going on stage at any minute. The nickname actually suits this low-energy, surprisingly sweet odd-ball character, for Chey is a kind, gentle man whose life is restricted by old habits and eccentric fears.

A call from a cousin in New York forces Cheyenne out of his comfortable world when he learns his father is dying. Despite his fear of flying and the fact that father and son have been estranged for 30 years, Cheyenne travels to New York. Once he arrives, we learn that Chey’s family is Jewish and that he is too late for reconciliation. His family is sitting shiva and some of his Orthodox relatives direct hard stares at Cheyenne and his over-the-top rocker style.

As Cheyenne looks at the number tattooed on his dead father’s arm, we glimpse the grief for the father he has hardly spoke to since he was a teen. After the funeral, his cousin reveals Cheyenne’s father’s life-long obsession, tracking a Nazi guard who was especially cruel to him in Auschwitz, and asks the son to continue his father’s quest. Dutiful but dazed, the rocker son sets out to find the Nazi, which turns into a physical and emotional journey of self discovery, identity and father and son connections.

Although this narrative may sound super serious, the story is presented with a biting, sardonic wit that is both funny and thought-provoking – think dark comedy à la Coen Brothers. Turning Nazi hunter, Chey does nothing to alter his rock star appearance nor his sad, gentle demeanor, but the journey does uncover long buried aspects of who he is.

Director Paolo Sorrentino, who also helmed the impressive “Il Divo,” uses a dryly comic style that evokes American films such as “About Schmidt” as well as the Coens’ works. But unlike the Jack Nicholson character in “Schmidt,” Penn’s Cheyenne is sympathetic and we see his emotional journey through his eyes. The story has surprising depth, aided in great part by Penn’s remarkable performance, and there are many layers in its theme of reconnecting with his father, his identity and undiscovered or forgotten aspects of his own self.

The veteran cast, including Judd Hirsch, Harry Dean Stanton, Joyce Van Patten and Talking Heads front man David Byrne (playing himself) is superb and the film looks so gorgeous that it lends a sense of magic and epic. Credit both Penn and director Sorrentino for the film’s thoughtful and warm current under the comic surface.

The film often focuses on Penn’s still, slightly sad face and his brilliant blue eyes, highlighted by mascara, pale make-up and black shaggy hair. Habit-bound Cheyenne dresses in black leather no matter the occasion and replaces the omnipresent shopping cart he drags with him at home with a rolling suitcase on his travels.

Penn’s splendid performance is moving, subtle and warm-hearted as we come to see there’s much more texture to Chey than his laid-back persona at first suggests. In Penn’s capable hands, and with a cast that is uniformly stellar, Chey takes us on a journey that is at once uniquely personal and universal.