“Sin Nombre” is a gripping hybrid: part romantic melodrama, part gangland tragedy, part immigrant thriller. It is also a remarkable accomplishment for first-time director Cary Fukunaga, who journeyed to Mexico and Honduras to make a film that confounds our expectations and opens our eyes.

Initially, the plot follows two separate strands. In the first, set in the Mexican state of Chiapas, Willy (Edgar Flores) has to square the demands of his brutal and pitiless gang with a budding disgust with his life. In the second, teenager Sayra (Paulina Gaitan) sets out with her father and uncle on the tortuous journey from Honduras to Texas on top of a train. The conceit of the train keeps the plot moving as the characters cross through Mexico. Film can give even the direst situations a sensuous sheen, and the images of the immigrants huddled together in the moonlight take on an outsized grandeur, even as they signal the danger these people are in.

It is that peril that finally brings Sayra and Willy together. I won’t give anything more away, except to say that Willy soon finds himself on the run, with Sayra at his side. One of the finer things about “Sin Nombre” is the way it both embraces and flouts cliché, honoring well-worn plot machinations while spinning its characters — and the audience — unerringly out of control. The cast — especially Gaitan’s tough, headstrong adventurer and Tenoch Huerta’s chilling gang leader — rises to the challenge.

Although the emerging romance between the two is sweet, and their dreadful attempts to escape north are exhilarating, “Sin Nombre” works best as an act of near–documentary-quality portraiture. Fukunaga, who also wrote the script, tells his story with an assuredness that belies his lack of experience, and he takes us into the byways and undergrowth of a world we barely ever see. “Gommorah” set a high-water mark for verisimilitude, but “Sin Nombre” manages to match it, whether we’re journeying into gang headquarters, people’s homes or the small towns through which the train travels. Watching the film, we realize we’ve never seen the well-worn tale of illegal immigration told in exactly this way. It’s a thrilling experience — one of those moments that shows fiction’s capacity to expand our conception of the world.

What emerges is a beautiful film that makes us wonder why we’ve never seen this story before.