As the movie unspools its multiple mysteries, we learn why Deke is so specifically haunted by Mary Roberts’ ghost. Unlike the other victims in his unsolved case from a few years back, Mary was the one who actually got away, and in a fit of panic in the darkness, Deke shot her, thinking she was the killer emerging from a tree line. When poor Mary’s body was placed on a slab at the police department, the mortician Flo (Michael Hyatt) decided to cover for Deke, the ostensible good cop. She pulled a bullet out of the dead woman’s corpse and called the hole it left a stab wound.
It’s why earlier in the film Flo warned Deke that she needs to remind herself about “what we did,” keeping a shattered bullet as a key chain. Yet if she carries the guilt in her day-to-day life, listening to early ‘60s pop songs to lift the veil of her job’s gloominess—and thereby giving the movie its groovy soundtrack—Joe let it consume him. He is both Mary’s murderer and angel, convinced he can still atone by finding the man who kidnapped and tortured her before that fatal night.
Yet by The Little Things’ end, Deke and his young protégé have more questions than answers. Once again, Joe finds himself covering up a murder, this time one committed by Jimmy, who let Sparma’s goading and general creepiness get to him. But in many ways, it is a reversal of the iconic ending to David Fincher’s Seven. Whereas in that classic an admitted serial killer (Kevin Spacey) is able to pressure a young detective (Brad Pitt) into murdering him by revealing the full extent of his bloody work via Gwyneth Paltrow’s head, Leto’s ostensible murderer drives Malek’s hero into madness by way of ambiguity.
All circumstantial evidence seems to suggest Leto’s leering dirtbag is the killer. He literally gets an erection just imagining the recent slew of women murdered by a monster in the dark. But there’s no concrete evidence, and when Jimmy and Deke stage an illegal break-in of Sparma’s home, they find unnerving press clippings, but those could just as much be the fascinations of a crime buff as a killer’s trophies.
Sparma promises an actual body when he takes Jimmy out into the night. But all he actually offers is ridicule and mockery, teasing the cop but never providing anything tangibly hard, other than the shovel in Jimmy’s hands… the gnawing ambiguity of it is the film’s real horror.