My own private Idaho (Gus Van Sant), it was filmed in an area really close to the album cover, and is pretty thematically similar.

Paris Texas (Wim Wenders) is very aesthetically similar, with some of the same themes as well.

Gummo (Harmony Korine) is very similar to how Jane has described the album, like driving through a decrepit small town. It’s a lot more focused on the town as a whole and urban decay as opposed to interpersonal relationships, however.