[10] On 20 January 2014, Goldfrapp announced a one-off screening of their thirty-minute film anthology Tales of Us, which was shown by Arts Alliance Media in select theatres across the UK, Europe, North America, Australia and New Zealand on the evening of 4 March.

Co-created by Alison Goldfrapp and Gunning, the film follows five characters—Stranger, Laurel, Jo, Drew and Annabel—and spans themes of love, loss, madness and identity.

"[23] Andy Gill of The Independent stated, "The delicate guitar and piano figures and the sombre languor of strings behind Alison Goldfrapp's breathy vocals create something akin to a cross between the dreamlike mythopoeism of old folk tales and the lush cinematic arrangements of Michel Legrand.

"[21] Mojo critic David Hutcheon opined that compared to Felt Mountain and Seventh Tree, "the mood [on Tales of Us] is all of a piece, the songs are stronger, and nobody suggests lightening the atmosphere with a high-energy single to reassure listeners that Alison hasn't taken leave of her senses.

"[22] Slant Magazine's Blue Sullivan praised the vocals as "simultaneously gorgeous and terrifying" and dubbed the album "a vital change of pace for Alison Goldfrapp, who's made a brilliant career of being the siren of lost souls.

"[26] Will Salmon of Clash called the album a "frequently beautiful return to form" and commented that "Tales of Us is relentlessly one note but frequently beautiful, and a welcome change from the theatrics of its immediate predecessor, 2010's Head First"[19] In a more mixed review, Pitchfork Media's Andrew Ryce felt that "some of the duo's unique imagination is replaced with a traditionalism that feels incongruous with the rest of their career", adding that "[d]iehard fans of Goldfrapp will no doubt find something to love here, but for the rest of us, it's a thin record that doesn't do much to prop up its skeletal frame.

[24] Consequence of Sound said that the album was Goldfrapp's "most intimate and lavish recording to date", and that it moved away from previous electronic/disco stylings to form "a complex mesh between trip-hop and lounge.