You can tell it isn't a documentary by the conveniently placed streetlights. Otherwise, Street Thief feels like an authentic, tense study of a man (ostensibly a Chicago burglar named Kaspar Carr, actually a Chicago filmmaker named Malik Bader) who pays his bills by disabling alarm systems, smashing windows, cutting through doors, and breaking into safes.

Bader the filmmaker is as cagey as Carr the thief. In some interviews, Bader hints that his movie is more fact than fiction, that he consulted extensively with real thieves, and that some of the on-camera burglaries might be real as well. But in an interview with Michigan's Traverse City Record-Eagle, he backs away from that dicey claim: "To us, it was less about being true to the documentary genre or style than it was about giving people a true sense of the essence of a burglar." The distinction matters—who doesn't want to ride along with a professional burglar? Riding along with a film crew trying to replicate what it's like to ride along with a professional burglar? Not as fun.

As a character, Carr is compellingly twitchy, with the proportions of arrogance and paranoia you'd expect from a lonely thief who'd allow himself to be accompanied by a bumbling film crew as he goes about his workday: casing, breaking, entering, and counting his cash. Carr begins the movie by raiding a Mexican supermarket. Then he hits a nightclub. Then, in his biggest score, he hits a suburban movie theater. (Street Thief—a low-budget production—lavishes a little extra sadistic attention on the takedown of a multiplex.)

But Street Thief's greatest pleasure is in its practical advice to aspiring thieves. Like this: Everyone's using credit these days, so you have to pick cash-rich businesses carefully—supermarkets in poor areas, for example, where everybody's living check to check. Or this: Wear two pairs of underwear and two T-shirts on every score—in jail, you have to hand wash your underclothes in the sink and you'll want one pair to wear while the others are drying. Or this: Don't hit businesses with mafia connections. Ever.

Also out this week: Caligula (in unrated, R-rated, and "Three-Disc Imperial" editions from Image Entertainment, $19.99–$39.99), A Cottage on Dartmoor (Kino, $29.95), The Films of Kenneth Anger, Volume 2 (Fantoma, $29.98), and The War (PBS, $129.99).