You won't find many movies with the look of 'Sky Captain', the film has a style that is all its own.
Apparently set in the 1930s yet featuring technology most of us associate with a time in the 2030s, 'Sky Captain' does a good job of blending the old generation with the new. I really did like the glossy look of the visuals.
The story is not overly deep and I would have loved to see some more backstory development for some of the main players, but for what it is,the plot is easy enough to follow along too.
Jude Law and Gwyneth Paltrow have great chemistry together here and I'm glad things between them stayed constant through the film. I could write more here, but I won't spoil the ending for those who haven't seen it.
Despite the fact I enjoyed "Sky Captain", I am still thankful these films are the exception rather than the rule. I still prefer films with real (or at least partially real) sets and shooting locations. I've read comments here about the quality of the acting in this film and that's a pitfall for so-called "Blue screen films". Even a great actor has a challenge when standing against a blue screen and pretending to respond meaningfully to something that's not really there. The acting here isn't down right corny, but I believe if the key players had more real surroundings to play off of, the performances would have improved. I also think Angelina Jolie's "Frankie" character deserved more screen time.
'Sky Captain' is an interesting experiment and certainly a movie that will hold your attention for 90 or so minutes (the movie is pretty short in comparison to other blockbusters).
So, if you're curious, check it out, you likely will get something enjoyable out of it.