The film is "Buffalo '66". It's one of my favorites, too. In fact, we watched it together. I remember him telling me how he could relate in some ways to Vincent Gallo's character, Billy.

Here's the trailer: http://www.imdb.com/video/screenplay/vi1102840089/

Also, a review of the film:

http://movies.nytimes.com/movie/review?res=9B07E3DA173AF930A35757C0A96E9...