Weber's film traces the musician's career from the 1950s, playing with jazz greats like Charlie Parker, Gerry Mulligan, and Russ Freeman, to the 1980s, when his heroin addiction and domestic upheavals led to a relocation to Europe.

By juxtaposing these two decades, Weber presents a sharp contrast between the younger, handsome Baker — the statuesque idol who resembled a mix of James Dean and Jack Kerouac — to what he became, “a seamy looking drugstore cowboy-cum-derelict”, as J. Hoberman put it in his Village Voice review.

The documentation ranges from vintage photographs by William Claxton in 1953 to appearances on The Steve Allen Show and kitschy, low budget Italian films Baker did for quick money.

Weber first met Baker in the winter of 1986 at a club in New York City[6] and convinced him to do a photo shoot and what was originally only going to be a three-minute film.

In May 1987, when Weber's documentary Broken Noses premiered at the Cannes Film Festival, he brought Baker along to shoot footage for Let's Get Lost.

Entertainment Weekly gave the film an "A−" rating and said that Weber "created just about the only documentary that works like a novel, inviting you to read between the lines of Baker's personality until you touch the secret sadness at the heart of his beauty".

[10] In her review for the Los Angeles Times, Carina Chocano wrote, "If there's a driving force to Weber's film, it seems to be delving into the nature and purpose of star quality and personal magnetism, which Baker had in droves but which didn't save him".

[12] Terrence Rafferty, in his review for The New York Times, wrote, "The enduring fascination of Let's Get Lost, the reason it remains powerful even now, when every value it represents is gone, is that it's among the few movies that deal with the mysterious, complicated emotional transactions involved in the creation of pop culture — and with the ambiguous process by which performers generate desire".

[22] Lindsay Planer of AllMusic retrospectively stated, "Even though time and substances have given Baker the visage of a man twice his age, those inimitable pipes and velvet tone have worn surprisingly well.

This leads to one of the primary criticisms that can be leveled at this collection – it would have been well served by a supplementary volume of vintage Baker featured in the movie, although presumably licensing prohibited such".