This was compelling, but if there had been more than three episodes, I am not sure I would have got through it. I hung in there for the excellent acting and the brilliant b&w cinematography, but every 20 minutes or so I found myself slipping into existential despair and had to take time away to watch cat videos. Bleak does not begin to cover it. The Paris it depicts is to all intents and purposes post-apocalyptic - a place out of which all order, aspiration, joy, hope and positivity have been drained along with the colour. 'Immersion' is its overarching, and often visual metaphor, where individuals hover between survival and death by 'narcosis' (the French title of episode 2, stupidly transmuted into 'Ghost Ship' in the English subtitles). In my view it is worth the investment of time and effort, but you should make sure that something in your life that makes you cheerful is easily accessible when needed: brown paper packages tied up with strings, schnitzel with noodles, whatever.
Review of En immersion
