What other artist would put, in the same film, both remembrances of living through 9/11 and footage of a rat terrier playing Christmas carols on the keyboard?

It’s Laurie Anderson, of course, the “multimedia artist” (she’s not wild about that label) who for decades has mixed music and spoken word, images and stories, metaphysical musings and bad jokes, comedy and tragedy in her live performances. Caveat: I’ve been a fan of hers for ages.

She hasn’t made a movie in 30 years (since the terrific concert film “Home of the Brave”), which makes the new “Heart of a Dog” welcome. Even if the circumstances surrounding its creation are less than happy.

Anderson’s subjects this time are death and loss, specifically the passing of her husband Lou Reed, her mother, and her beloved dog Lolabelle. But rather than wallow in sadness, “Heart of a Dog” holds up Anderson’s grief like an object, observing it from all sides, trying to understand this new, painful and inevitable phase of love.

The 75-minute film, now available via the Criterion Collection, is kind of a wandering (but not meandering) trip through a series of stories Anderson tells. She tells a terrifying story about breaking her back as a child and spending months in the hospital, surrounded by children who were certain to die. She talks about her dog being attacked by a hawk while going for a walk, and how it left the pooch forever fearful afterwards, always looking over her shoulder. She saw the same wariness in the eyes of fellow New Yorkers after 9/11 — so focused on the dangers on the ground, they never realized danger could come from the sky.

It may sound pretty heavy, and it is at times — footage of Anderson and Reed on the beach together is poignant, even more so because Anderson doesn’t directly reference him in her stories. But, like a composer who builds peaks and valleys into a symphony, Anderson knows how to construct a narrative that can push and pull the the viewer, giving us humor and humanity in the moments when we need it.

While she’s a gifted singer and violinist, her essential instrument remains her speaking voice, which lilts and swoops, here becoming sharp-edged with a “can you believe it” irony, there softening with unexpected tenderness. While Anderson’s musings can seem self-consciously poetic to a newcomer, “Heart of a Dog” deals with universal themes in an embracing and empathetic way.

The film matches the wandering narrative in its visuals, with a mix of animation, home movies, archival footage, even images of Anderson’s paintings. It’s probably no accident that the length of “Heart of a Dog” is about the same as that of a double album — it feels like a great Laurie Anderson album or concert, given a new dimension in film.

The Criterion Collection edition gives viewers the option of watching the movie without music. There’s also footage of a “concert for dogs” that Anderson performed in Times Square at midnight last January, where audience members were encouraged to bring their dogs and get them barking to accompany the music. “Heart of a Dog” makes the case for singing with those you love — even the four-legged ones — while you can.