The atmosphere and themes of Prometheus, prequel to Alien, are very distinctly Lovecraftian. The film blends religious, cosmic, sexual, and general body horror very well, using the humanoid Engineers (who created humanity) as a stand-in for both a deity creator that Elizabeth Shaw looks to and the Olympians, whom the Titan Prometheus steals fire from to give to humanity. In the film, the ability to create life is analogous to the fire of the Olympians. More than just mounting bleakness of wondering what created humans and the savagery of biological life make Prometheus Lovecraftian, though. It is the dark theological themes and the tone, explored in part through the Engineers and the pseudo-Christian references, that ground this union of horror genres and elevates them to a cosmic level. On their own, brute creatures that kill out of instinct, to reproduce, or potentially for food such as the xenomorph of the first Alien are not cosmic horror.
Alien: Covenant, the follow-up to Prometheus, only shows the Engineers for one scene in a flashback, as the story shifts to a group of humans attempting to colonize a new planet that turns out to be inhabited by an arrogant, delusional android and the Engineer's leftover pathogen that alters living things. It is grim. It is violent. It is somber. The second half of the movie addresses grave concerns about human life compared to the artificial consciousness of an android, as well as how a rogue android and one still loyal to humans mirror Christian demons and angels. Viewers see a xenomorph variant emerge triumphantly as an android that thinks itself like a deity, using the pathogen in experiments to produce the "perfect organism," smiles. The manipulation of scientific laws, however, does not in itself make a work cosmic horror, just as the same is true of including ghosts or malevolent spirits or some other such thing.
There is no eldritch creature, no supernatural being from another dimension, no epistemological revelations about things more foundational than the sensory world in Alien: Covenant. There is the precursor to the titular extraterrestrial of the original film and a malicious android held up as an archetype like the Biblical Satan. The xenomorph is just absolutely not Lovecraftian on its own. It is a mere beast that happens to have features very advantageous for predatory behaviors and for relying on overt sexual force to reproduce using other life forms, but it is in no way particularly similar to an entity like Cthulhu. An animal with acid blood, sharp protrusions, and a body that, in its various stages of life, resembles human genitalia is a great presence for sexual horror, but nothing about this inherently relates to the genuine cosmic horror of Hellraiser's Labyrinth, Mother of the Stephen King novel Revival, or the extra-dimensional beings of Lovecraft's own stories.
These other stories actually involve cosmic horror because something very foundational to the nature of reality is revealed or explored in a horror context. In Hellraiser--the first movie--a realm of endless suffering where beings called Cenobites experience pain and pleasure simultaneously is the focal point of this context, as well as how people can destroy themselves seeking pain and pleasure alike. The 2022 reboot still is very blatantly cosmic horror with its serious narrative of interdimensional entities, revelation, and emphasis on pain, although the Cenobites conduct sacrificial, torturous killings rather than eternal tortures of human victims. In Stephen King's Revival, a being that is to some extent not what it is presented as [1] oversees the supposed eternal enslavement and torment of all people in the afterlife of the Null. Truly Lovecraftian monstrosities like Mother and seemingly living colors are far beyond the scope of the xenomorph.
In spite of the existential horror of its premise, Alien: Covenant is not a cosmic horror film of the Lovecraftian kind. It is indeed a very explicitly existential movie, as it does explore the metaphysical issues of creation and human identity. It is simply a film that exchanges the Lovecraftian horror of Prometheus for a science fiction horror that, while still theological and dealing with core philosophical issues, is not cosmic, and certainly not cosmic in the sense of Lovecraftian horror. A malevolent AI in a human-sized body and a beast that uses interspecies rape to produce a new organism are far from Cthulhu even though they are very philosophically charged beings in different ways.
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