In a new interview that’s one of the bonus features on the new Blu-ray Criterion Collection edition of “Lost in America,” Albert Brooks is asked about being cast as a villain by Nicolas Winding Refn in “Drive.”

Brooks says that Winding Refn first saw “Lost in America,” it scared him. He was particular unnerved by the anger in Brooks’ performance, as advertising executive David Howard who tries to “drop out” of society comfortably (in a Winnebago, with a comfortable “nest egg”), only to face real financial ruin when his wife Linda (Julie Hagerty) gambles away that nest egg.

It’s odd at first to think of Brooks’ performance as a scary one. But while watching the Criterion disc, I happened to mute the sound during the scene where David is excoriating his wife for losing all that money. And without hearing Brooks’ great, funny dialogue, without hearing him refer to a nest as a “round stick,” it really is startling how angry he is at his wife.

It’s an anger that comes from fear, a fear that we laugh at because we recognize it so deeply. “Lost in America”is one of the best comedies ever made. And it’s also a horror movie.

Ask almost any middle-aged, middle-class person what really scares them, and it’s not vampires or ghosts or serial killers. It’s losing it all. It’s stumbling off that treadmill they’ve been running on their whole lives and never being able to get back on.

Watching “Lost in America” again, it’s striking how Brooks builds comedic tension throughout the movie by keeping everything as low-key and real as possible. He even uses the visual language of horror movies; the film opens with a long tracking shot, the camera winding through the upper-middle-class home of David and xx. It could be the opening to a home invasion thriller – if the soundtrack didn’t feature a radio interview between Larry King and a hilariously pretentious Rex Reed.

Brooks uses a long tracking shot again when David is at the office, about to go see his boss to get what he is convinced is a promotion. The camera follows David through the winding corridors of the office, in a way that reminded me of the camera following Danny pedaling through the hallways of the Overlook Hotel in “The Shining.” David is happy, convinced he’s going to his just reward, but the length of that scene builds almost a sense of dread in the viewer, as if we know he’s going to his doom but he doesn’t.

Brooks, who learned how to make films by making short films for “Saturday Night Live,” insists that his filmmaking style is basically “find what’s funny and point the camera at it.” But he sells himself short. He’s a master at drawing scenes out well past the point of comfort, particularly long conversations between two people. He does it for laughs, but the tension he’s creating in those scenes is not that far apart from dramatic tension. For Brooks, a true nightmare seems to be being stuck in a pointless conversation that you can’t win and can’t get out of.

There are several classic examples in “Lost in America,” of course – the “nest egg” argument, David’s desperate pleading for his promotion (that he keeps saying “bald-headed man from New York” just gets funnier every time), and, of course, his epic conversation with casino owner Garry Marshall, desperately trying to get the money back his wife lost.

One thing Brooks understands in “Lost in America” is that the fear of falling is always scarier (and funnier) than hitting bottom. Once David has hit bottom, spending an agonizing day as a school crossing guard getting teased by kids, the film could have spent more time with the former advertising executive shambling through a series of bad entry-level jobs.

Instead, in the film’s glorious climax, he gives up on “dropping out” immediately, pointing the Winnebago towards New York and hitting the gas so he can grovel for his old job back. The film’s last great joke is a pell-mell montage of America, the country David and Janet were supposed to explore, flying by the side windows as David and Janet hurry back to their old, comfortable lives.

To put it in horror movie terms one more time, it’s the exhilaration of escape, the heroine feels when she’s rescued from the killer in the horror movie. They’re no longer lost.