Film reviews: Anja Kirschner & David Panos/Henry Coombes

IN 1724, Jack Sheppard was hanged at Tyburn, London. He was just 23, a petty thief whose four near-miraculous escapes from custody made him a popular hero. In his last days, a writer – widely believed to have been Robinson Crusoe author Daniel Defoe – was employed to ghost-write his "autobiography".

Kirschner and Panos's film, jointly produced by the Chisenhale Gallery in London and the CCA, make these last days into a costume drama, telling the story of Sheppard's brief criminal career in episodic flashbacks. We watch it in darkness, surrounded by half-finished wooden constructions which form part of the set. It's impressively atmospheric but, at 56 minutes long, demands an unusual degree of commitment from a drop-in gallery audience.

Jack Sheppard clearly exerts a power over the artistic imagination – he featured in Alex Pollard's new work in the same space in February. Kirschner and Panos are interested in the parallels which can be drawn between Sheppard's time and our own.

His notoriety came just after the collapse of the South Sea Company, which has been called Britain's first financial crisis, and instead of prompting austerity lead to a flurry of dubious investment schemes propping up a society intent on consumer excess. It is telling that when Sheppard robs a great house, he finds the strong-box contains no more than pornographic engravings and meaningless promissory notes. Against a backdrop of financial chicanery and corrupt gentry, Jack Sheppard was the kind of anti-hero everyone understood.

Even during his life, Sheppard was mythologised in ballads and news sheets. Within two weeks of his death, a show, Harlequin Sheppard, was telling his story on the London stage. The process went on for many years: he is believed to have been the basis for John Gay's The Beggar's Opera, and Hogarth's engraving Industry and Idleness. Any hope of recovering the real Jack Sheppard is long since lost.

In this "projecting age", the period in which the popular press emerged, and the beginnings of fiction writing as we know it, we can see modernity prefigured. Here, perhaps for the first time, the written word was what you made it. Defoe brought his own agenda to the project, as did his publisher. Their interest in Sheppard was chiefly financial: whether he himself was duped or a willing participant in their scheme is left unclear.

All this is interesting, but there are moments when the film undermines its own effectiveness by looking like a pastiche of the History Channel. Filmed entirely in the Chisenhale Gallery, it is intensely conscious of its own artifice: the crowd at the execution scene is too obviously computer generated; the slums of Hogarthian London are evoked by crude set pieces such as a couple of human skulls sitting atop a pile of manure; at one point Sheppard steals a silk scarf with a prominent Louis Vuitton logo.

These elements of deliberate artificiality, plus acting of mixed quality and occasional bad wigs bring it dangerously close at times to a kind of pastiche.

There is no such weakness in Henry Coombes' new film, The Bedfords, made with the support of Scottish Screen, about the painter Edwin Landseer, another historic figure who is a presence in the imagination of a range of contemporary artists.

Landseer was the leading artist in the Victorian mythologisation of Scotland, and Coombes has engaged with this before, but here his interest focuses the person of Landseer, a troubled figure who suffered a nervous breakdown in later life.

The 20-minute film begins with the middle-aged painter arriving at the Scottish country estate of the Duke and Duchess of Bedford to paint a family portrait which will become Sport in the Highlands, which now hangs in the National Gallery of Scotland. Coombes believes that in this typically formal grouping of Highland gentry and their day's kill, flashes of obsessive detail – particularly in the portrayal of the animals – show Landseer's mind under pressure.

Bleary-eyed from the long carriage ride north, Landseer finds three generations of Bedfords stiffly arranged round an empty fireplace. He is immediately made aware of the contradictory nature of his position in the group: below an equal but above a servant. This tension increases when he begins a passionate affair with the duchess, who became the painter's mistress for many years.

When he is taken – as guest of honour – to shoot a stag, he sees not rutting animals but men with stags' antlers strapped to their heads, the beginning of disturbing visions on the edge of sight which are emblematic of his fragile sanity.

Coombes has made an intense, immersive film which lingers much longer than its 20-minute length. Careful and contained rather than flamboyant, he gives us no reason to question his historical detail, preferring to concentrate on the psychology of his characters.

There are fine performances from Ewan Stewart as Landseer, and Hugh Ross and Katy Barker as the duke and duchess, with wonderful cameos from Alasdair Gray (in his acting debut) and Anne Lacey.

A painterly touch infuses the film-making, letting the camera linger on a provocative detail, tell a story in a sidelong glance or an inclination of the head. At the same time, the dark mental undercurrents are expressed in a vivid, visual gothic: the duke beats a salmon about the head muttering "Beauty, beauty, beauty"; his son throws stones at a dead rabbit.

It's a sensitive portrait of a society imprisoned in a straitjacket of repression, and the effects this may have on a man who helped perpetuate its myths, but also found himself its victim.

Anja Kirschner & David Panos until 26 September; Henry Coombes until 9 October.