In David Lynch's Lost Highway (1997), Robert Blake plays the character Mystery Man. Aside from being Robert Blake’s last film role, the Mystery Man is certainly the most memorable aspect of the surreal psychological thriller, and perhaps one of David Lynch’s most recognizable characters to date. But, who is he? 

In Lost Highway, Fred (Bill Paulman) suspects his wife, Renee (Patricia Arquette), is acting unfaithfully. One morning the couple wakes to find a series of mysterious videotapes on their doorstep. The tapes begin with exteriors of their house and end with disturbing footage that incriminates Fred in his wife’s brutal murder. 

The night before the killing, Fred and Renee attend a party held by Andy (Michael Massee), a friend of Renee. Fred’s suspicions are only reinforced after he sees Andy and Renee's flirtatious manner with one another. Then, Fred meets the Mystery Man, who claims that he is in Fred’s house at that very moment. This causes Fred to storm off and ask Andy who the strange party guest is. Andy says that he is a friend of Dick Laurent. But in the opening scene of the film, a seemingly distraught Fred is told that Frank Laurent is dead through his intercom,  though when he goes to the door, nobody is there. 

After Fred finds himself on death row, he transforms into Pete (Balthazar Getty), a younger, carefree version of himself. But, when Fred’s fantasy slowly transitions into a nightmare, he returns to his old self and once again finds himself face to face with the Mystery Man. It turns out that the Mystery Man was the one sending the videotapes all along. He also appears to kill the film’s antagonist personally. However, just seconds after the killing, the Mystery Man is gone and Fred is holding the murder weapon. The Mystery Man then whispers something inaudible into Fred’s ear.

So, not only are Fred and Pete the same person, but the Mystery Man is a version of Fred as well. Each of them makes up a crucial part of Freud’s model of the psyche, comprising of the instinctual drive of the individual, the ego, who seeks to please the instinctual drive in realistic ways, and the super-ego, who works in contradiction to the instinctual drive and strives to act in a socially appropriate manner. Ultimately, it is a balance between the two frames of mind. 

The Mystery Man does this with the videotapes he leaves for Fred. While he enjoys the freedom that his fantasy creates, the videotapes keep Fred grounded in reality and help to direct his rage toward his wife’s extramarital lover. Fred then returns to his house and delivers the message that Frank Laurent is dead into the intercom and quickly takes off. Perhaps, this is what the Mystery Man, who is just one of the protagonist’s three different lawyers, whispers into Fred’s ear.