An aspiring short story writer whose submissions are routinely rejected, Nancy finds an outlet for her creativity and need for attention and affection by running a blog in which she claims to be the grieving mother of a dead child.

Nancy sees a news report about a couple - Leo and Ellen - who have never given up the search for their daughter, who was kidnapped as a child thirty years prior.

[3]In February 2017, it was reported that Andrea Riseborough was set to star alongside J. Smith-Cameron, Ann Dowd, John Leguizamo, and Steve Buscemi in Nancy, marking Choe's feature directorial debut.

Eon Productions' Barbara Broccoli and Michael G. Wilson, Gamechanger Films' Mynette Louie, and XS Media's Rachel Xiaowen Song served as executive producers.

The website's consensus reads: "Nancy is an uncomfortable watch, but worth the effort thanks to Andrea Riseborough's central performance — and writer-director Christina Choe's powerful empathy for her character's dangerously misguided choices.

[16] Justin Chang of the Los Angeles Times described the film as "a character study that itself possesses the narrative economy and lingering resonance of a short story."

Chang also noted, "Riseborough, a gifted British chameleon, tamps down the natural radiance she has evinced in movies such as Battle of the Sexes" and "Choe elicits wonderfully expressive, lived-in performances from Cameron and Buscemi.

What's left is a strange, sour tale that's neither origin mystery nor journey of self-discovery, but a vexing gesture toward damage and delusion that never permits us to peek under its broken heroine's hood.

"[18] Ann Hornaday of The Washington Post remarked, "Choe keeps the audience unsure of whether we're seeing a redemptive drama of self-discovery or a troubling portrait of severe decompensation.

[…] As the depiction of a ghost haunting her own life, Nancy possesses an alert, tense sense of atmosphere, but it winds up being as glum and inert as the protagonist herself.

"[19] Jon Frosch of The Hollywood Reporter opined, "The filmmaker never pulls us into the twists and turns of her main character's mind, and she tiptoes around, rather than tackles, her ideas about class envy, the performative nature of identity and the tension between truth and happiness.

"[22] David Edelstein of Vulture stated, "Nancy is a grim piece of work, but Choe's empathy for her protagonist gives the film its distinctive texture", and lauded Riseborough's performance, calling her "a true chameleon actress who seems to change color from the inside.

"[24] Peter Bradshaw of The Guardian gave the film 3 out of 5 stars and opined, "Riseborough, Cameron and Buscemi are all good in difficult roles.