Clever 'Subtext'?-spoilers
There is a very clever "subtext" (I hope I am using the term correctly-I needed to take a few more literature and film classes) to this film that no one seems to be getting. I personally believe that this is a much better film than it appears to be generally considered here.
Early on in the film, Bill Murray's Frank Milo promises De Niro's "Mad Dog" that he will be the "expiditer of his dreams". Recall the block of dialogue where "Mad Dog" says something to the effect of "I wish I were a brave man....I wish I were a handsome man"-basically an archetypical "classic hero" or whatever. The remainder of the film is Frank Milo doing precisely that: making "Mad Dog's" dreams come true. Think of the end result of all of Frank Milo's macinations-self loathing meek, reticient "Mad Dog" essentially boldly engages in an epic battle against the "dragon" (Milo) to save the "princess" (Glory obviously), who in the process proves her love for him by attempting to sacrifice herself so "Mad Dog" can be spared further tribulations-straight out of the "storybooks".
Further evidence of this "subtext" is indicated in the sequences with the windows. Recall that early in the film "Mad Dog" is nothing but a pathetic voyeur, as he peers through his own window at two lovers who although they cannot be clearly seen, are obviously (the man) muscular (and also symbolically powerful and brave), and buxom (and beautiful etc). Later, HE becomes the "big, strong, bold, powerful " man holding his beautiful lover in the window-essentially a reversal.
Getting off my highbrow soapbox, David Caruso is awesome here. One of my favorite scenes of all time is Frank Milo's "gorilla" going upstairs to get Glory, and opening the door to find Caruso's character casually reclining on the sofa. Hysterical! Another favorite is the scene in the bar where he backs down the burly cop who is domestically abusing "Mad Dog's" neighbor.