First i have to say, I didn't like this movie. Too "sixties" for me. During this years of fear, confusion ans sex liberation there were tons of experimental movies. This is one of them. So, if you like solid scripts and action, get way from this film.
This film is an experience like a David Lynch movie, very hypnotic and seducing if you are caught in it.
It's also a sequel - or a reply - to Jean-Luc Godard's "Le Mepris". First, there's Piccoli (sometimes he's dressed the same as in "Le Mepris") and there are many scenes who work as an echo of Godard's movie (the arguing scene, the jump in the sea...) Like a french critic said "Dillinger" is like "Le Mepris" with Brigitte Bardot on the first floor sleeping.
So, not a film as experimental and "destroy" as it seemed at first look. Unusual for sure but worth a look.