Best scene? (spoiler)
I can't decide between two.
There's the scene where Penn is offered to choose a country and he, with his hope that he might still squirm his way out of all this, suddenly awakened by the imposed question, says Costa Rica. When that cop says "America or Russia" chill went down my spine. With that one sentence he smashed Penn's unrealistic hope to pieces and sealed his faith.
Pulled the rug right out from under him.
There's also the scene where Hutton at the hight of his paranoia tears the stuffed owl apart. Brilliant.
Oh, and the scene where Penn is getting his head smashed in with the phone book sure looked painfully real.