The Big Empty (2003)

"Cowboys. Aliens. Blue suitcases and bowling balls. Strange things are happening out in the middle of nowhere."

Struggling actor John Person agrees to drive a blue suitcase from Los Angeles to the small town of Baker, Calif., and hand it over to a mysterious cowboy in return for having his credit card debt of $27,000 paid off. Upon his arrival, John can't find the cowboy but receives an ominously head-shaped package he's supposed to hang onto. While waiting, John gets close to Ruthie, whose psychotic boyfriend, Randy, keeps threatening to kill him.