Cotillard and Phoenix in 'The Immigrant'
Cotillard and Phoenix in 'The Immigrant'

Separated from her sister and frightened, she catches the attention of a man lurking in the facility (Joaquin Phoenix). Outwardly friendly and with a soft voice, he offers to help her. Bruno uses his connections -- and a bribe -- to whisk Ewa into Manhattan's Lower East Side. Gray admitted that when  DP Darius Khondji and he looked at "The Godfather Part II," which was set in the same neighborhood, "we quickly realized there's no way to show the Lower East Side of NY during that time without people going, 'There's The Godfather Part II.'"

Ewa slowly falls prey to Bruno's unseemly business. He runs a Prohibition-era bar and theater. His girls wear pretty costumes and perform, but the trappings of the stage are thin veils for what is a peep show. Ewa is dependent on Bruno for money, and though her deep Catholicism nags at her conscience about her new profession -- which goes beyond the peep-show stage -- she sees few other initial options.

"I simply based the story on real stuff…," said Gray. "Most of the women being exploited [in this way] were from Eastern Europe. I wanted to do a film that was historically accurate."

While "The Immigrant" paints a bleak picture of people arriving to American shores full of hope, only to be dashed into a pitiful cycle of dependency and exploitation, Gray said he hopes the film will serve as a reminder to Americans today that immigrants have historically provided reinvention and dynamism and that subsequent waves of immigrants from Italy, Ireland and Eastern Europe have been maligned much in the same way as today's newcomers.

"I guess I'm unabashedly pro-immigration," said Gray. "It keeps the country growing and vital and dynamic. Coming from Los Angeles, it's easy to say it's full of Hollywood types, but actually the city is full of Latinos who have created a really important quality to the city. All groups that have arrived [in America], have been called 'dirty, stupid, they're lazy.' So when I hear people speaking about Latinos in code words, I wish I could remind them that that's the same argument that has been made for a hundred years.  Sometimes the best way to make a comment about the present is to do it with some distance so when people can see the context of history maybe they will understand it better."