There is a prescient shot that opens “Let Him Go,” the frontier drama starring Kevin Costner and Diane Lane. A flat stretch of Montana plain, a blanket of blue-gray sky, as if Heaven itself was just beyond the horizon. It is haunting, that endless horizon. Thomas Bezucha, who directs, holds the shot long enough to get you thinking. Cinematographer Guy Godfree, with a Canadian Screen Award under his belt, shoots the film. Between them, country becomes desert. It’s the Midwest version of the Wild West—trees, grass, and streams replace sand dunes in Bezucha’s adaptation of Larry Watson’s novel.