When I saw the trailer for this movie, I immediately formed a theory in my head about who the John Turturro character was. Unfortunately, the movie bore me out.
Secret Window was adapted from a Stephen King short story, and it shows. The movie feels like a single conceit stretched out to feature movie length. The director and screenwriter stuff the story full of plot tissue to give it a chest, but its flimsy. Johnny Depp, as interesting as he is, has a difficult plot gimmick to act out, and even he can't help the movie to earn the ending.