Innocence, the astounding feature film debut from French director Lucile Hadzihalilovic, feels as though it should begin as stories do—with "once upon a time," like the click of a latch in the door to the imaginary. Instead, it starts with a menacing rumble. There's the rush of a waterfall and then the subterranean roar of a train, the universal sign for a European boarding school.

But this school, surrounded by woods and a wide brick wall, is located in a parallel world. A little girl named Iris (Zoé Auclair) is delivered, in a coffin, to one of five houses. An older girl unlocks her and she is dressed and given colored velvet ribbons for her hair. The other girls, who are wearing different colors in their pigtails, from red for the youngest to violet for the oldest, all untie their ribbons and trade them up for the next color of the rainbow. Iris is introduced to the school (ballet classes, rhythmic gymnastics, natural history) and its baroque customs (every year, the most appealing of the blue ribbons is selected by the headmistress to leave the school early). Nothing is explained.

Critics have complained that Hadzihalilovic's vision of a little sensualist convent will draw pedophiles like flies, but the film is clearly told from the point of view of the girls themselves: It's suffused with an unmistakable dread. The most alert students make desperate escape attempts. Others retreat into familiar forms of little-girl psychological revolt: Selma (Alisson Lalieux) is sullen and staring, feeding off some unseen internal fury; pudgy Rose (Astrid Homme) undulates with her hula hoop, her eyes giving away a cunning awareness of her own budding appeal. Hadzihalilovic anticipates the pedophilia question in more complex ways as well: Her movie plays up the creepiness of quasi-legitimate cultural hang-ups, like the smoothness of little girl legs. (I'm reminded of Lewis Carroll's inscription on one of his infamous photographs: "Pretty little legs/Paddling in the waters/Knees as smooth as eggs/Belonging to my daughters.") The source material, a novella by Frank Wedekind, has been called prescriptive, a protofascist recipe for how girls should actually be taught. In Hadzihalilovic's hands, it's a horror story of the subtlest kind.

This DVD release includes two stiff but essential interviews with the director and perceptive commentary by 9-year-old Zoé Auclair, the film's star.

New to DVD this week: Ford at Fox: The Collection (20th Century Fox, $299.98, certain films available independently and in smaller packages) and Lubitsch in Berlin (Kino, $79.95).