Les Yay: The hints of some sort of romantic attachment between Laura and Donna are more explicit in the movie than the show. The fact that Laura was only seen alive in one shaky home-video-style scene in the show kept things pretty ambiguous, but the film shows a Romantic Two-Girl Friendship that might have gone somewhere else if Laura wasn't so afraid that her sexuality in general would corrupt Donna.
Narm: Numerous examples, but none more narmy than Laura and James' exchange about being 'gone, long gone, like a turkey in the corn' - not helped by the fact that Laura's 'Gobble, gobble' anticipates another notorious narmfest, Gigli.
One-Scene Wonder: Loads of these. David Bowie shows up for all of a minute as Agent Jeffries (whose role in the shooting script was slightly larger), Harry Dean Stanton as a bizarre trailer park landlord, etc.
Tear Jerker: Dear God, the ending scene in the Red Lodge after Laura's death. We see Laura's spirit, despondent, until she sees that her angel has returned to her, and begins to smile and cry. Sheryl Lee's acting in that scene is something that has to be seen.