A New York undercover police saga, "We Own the Night" is set in 1988, but it recalls even earlier eras: the 1970s, when movies like "Mean Streets" blurred the line between crime film and art film, and the 1930s, when audiences flocked to such good brother/bad brother gangster yarns as "Manhattan Melodrama," the movie John Dillinger watched before he was gunned down outside the Biograph theater in Chicago in 1934.