Shadows and chiaroscuro are utilized by directors in movies about crime to express an undercurrent theme or mood that would be too revealing if it were to be explicitly called attention to. In the case of Double Indemnity, Billy Wilder uses venetian blinds and shadows to reflect morally on a character. In Minority Report, Spielberg used blinding light to symbolize the truth and shadows to express an escape from the truth. In Minority Report, Curtis Hanson used light and bright colors to symbolize a facade, whereas darkness usually encompassed a character as they expressed their true selves. I've seen countless other movies that utilize shadows and in fact wrote a visual essay last year about how shadows in German Expressionist cinema paved the way for modern day cinematography (unfortunately I think the website that this essay was on deleted it).
In this scene Neff had just flirted with a married woman and was now entering her living room. This would seem especially risqué to an audience in the 1940s, and so Billy Wilder cloaks Neff shadows resembling bars made by the venetian blinds. Neff's own shadow is also behind these bars, either hinting that Neff and his unmoral intentions are condemned or--as we later find out--he is trapped by the manipulative Phyllis.
In this scene, Neff records a message for Keyes outlining his motives for murdering Mr. and Mrs. Dietrichsen. Confession is a word that often refers to a religious cleansing of sorts, and that is exactly what Neff is doing in this scene--brushing away his unmoral deeds by accepting that they was wrong. The chiaroscuro of Neff's spotlit head against a black wall illustrates how his confession is a religious/moral renewal.
In this scene, Phyllis subtly flirts with Neff at their first insurance meeting. In this still, specifically, the shadow that Phyllis casts contrasts Neff's in that it is not behind bars, hinting that although Neff seems to be in a more dominant role with Phyllis being trapped in her marriage, Phyllis is in fact the one who has dominance over Neff. It also could illustrate the two-facedness of Phyllis as someone who is acting Machiavellian--totally for her own gain.
In this scene, Neff and Phyllis both freeze in terror as they try to flee from Mr. Dietrichsen's murder and the car fails to start. It is night and they are both blanketed in shadows, with just enough light on their faces to highlight their dread for not being able to flee, which in some sense illustrates that they feel guilt for the crime and acknowledge that it was an immoral act. Nevertheless, Wilder's use of shadows emphasizes that these people have sinned/done something terrible.
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