Sometimes this results in a crashing disappointment, as the build-up runs headlong into reality.
Sometimes, that film is The Shape Of Water.
Already lauded and feted by the great and good of awards lad, I've been itching to see this since first hearing about it.
The trailers intrigued without giving anything away, and it was good to see Abe Sapien being given a chance to flex his gills...
And then there's Sally Hawkins of course. Never knowingly done a duffer that lass...
And so we settle into our seats, and within moments the rustling of a sweetie bag several rows back drifts into the air as the magic of Guillermo Del Toro wafts over us.
And two hours later, slightly sniffy and damp of eye, we surface back into an unwelcome reality, wishing we could have stayed in the world GDT has created.
In between, a multi-layered fairytale is told, with monsters and love fighting for supremacy.
Honestly, the more you watch GDT's work, the more you wish he'd been allowed to do the Hobbit...
(A point of clarification quickly - Pacific Rim NEVER HAPPENED. Got that? Good...)
The story centres on Hawkins' character, Elisa, a mute cleaner in a top secret lab in 1960s America.
She discovers they have a special creature in a tank (Doug Jones doing his usual bang-up job), and over time a relationship is formed.
When not at work, she lives down the hall from her friend Giles (Richard Jenkins) and his cats.
And she takes baths.
And boils eggs.
All of which become important at various points.
Meanwhile, Michael Shannon is banging about the place as Richard Strickland, a bully who treats funny creatures from odd places with disdain and a cattle prod.
And so, as the film weaves its way, a tale of loneliness, isolation, alienation, humanity, compassion, and cats engulfs you, leaving you warm and fuzzy at the end.
This is fairytale storytelling and film making at it's very best.
Every character is well drawn, every scene thought out, every TV clip in the background (look, there's Mr Ed!) dropped in with a knowing wink...
...this is simply breathtaking stuff.
Hawkins herself has never been better.
Without being able to resort to dialogue she brings to life a character who is alone but not lonely, fragile but strong - and over the course of the film, we all fall in love with her.
Shannon, meanwhile, is brilliantly horrible, the real ogre of the piece, a man you would happily boo if you weren't in a room with 30-odd other humans.
Alongside these two, the wonderful Octavia Spencer and the ever dependable Richard Jenkins and Michael Stuhlbarg provide valuable support - and again, each character is fully rounded and engaging.
Then there's the small matter of the film itself.
Shot with clear passion in lush, warm tones, The Shape Of Water is gentle - but not in a faint, soft way - while also packing some serious punch.
The violence and horror, when they come, are jaw-clenching without being shock and gore, while the nudity is handled with care rather than a lewd eye.
Something the guys over at Red Sparrow could learn about sometime.
This is, then, a film that works on many levels.
You can take it at face value - the beauty and the beast parallel is hardly hidden.
Or, you can delve a little deeper, and see how those who are alone are often not lonely, how people can be aliens in their own world, how humans can be animals while animals can be humane.
We, unsurprisingly, took the latter path and just writing those words down has us grinning warmly once more.
This is a film that doesn't need to shout in order to be heard or make an impact.
It's an anti-Michael Bay film, if you will.
There will be some, I know, who poo poo this movie as artsy faff, as style over substance - and that's fine.
To them, it is.
To those who fall under its spell, however, it's a world that needs revisiting as often as possible.