“I just don’t want you to die in my hotel room. I’ve got to sleep here tonight.” Fay Grim is more Naked Gun than Henry Fool. The absurdity of the post-9/11 thriller is highlighted by focusing on a Queens single mom in the middle of a convoluted international tale of espionage. Fay exhibits sudden expertise in mending wounds while asking questions that highlight her ignorance & the insanity behind some US foreign policy. Ottoman + Thanksgiving=Turkey + Wild Party=? Funny, but joke goes on a bit long like a SNL skit after 12:30 a.m.