It works on about 5 levels.
It's a Marlene Dietrich-vehicle all the way... at the absolute pinnacle of her sexual nuke-blast. She was just busting-out as the ultimate bad-girl, while still riding her USO-high as the troops' most-popular entertainer next-to Bob Hope. Female audiences loved her, because her characters were usually jailed or killed in the end... enjoying jealous 'revenge' upon their bf's/husband's Marlene-fantasy. She even improvised a pre-war Berlin cabaret-song Blue Angel-ishly in an early 1870's setting, and made it work.
The script is believable and void-of cliches. Characters act logically. Dietrich doesn't carry a gun, but it's easy to see how she intimidates the hardened criminals who surround her.
Mel Ferrer's performance is low-key dynamite. His best performance apart-from Scaramouche. Elam's character is quintessential 'Elam', deadly but deep. Kennedy's Vern Haskell-character was satisfyingly facial. We know his motivations.
The music-soundtrack...? I guess there had to be a film with the song like 'Chukuluck' weaving-through it.
Lang's direction is superb. I forgive the distracting shadows in some of his 'outdoor' scenes, which were obviously studio-shot. No director can capture Dietrich in her radiance with an outside/natural-lighting scenario. This film was built around her, top German-director filming top German-actress.