“I hate New York,” says Lily Tomlin, playing Bette Midler’s wary twin in Big Business. She has her reasons, which include “noise, crowds, muggers, sex fiends and God knows what else.” Three other new movies reviewed this week complete Lily’s “God knows what else” category: Sticky Fingers features mobsters and drug dealers; The Beat offers gang-warring high school students; and Mondo New York tacks on—among other gruesome sights—a geek, now known as an “underground performance artist,” who bites off the heads of live chickens. Don’t despair, at least not completely. Bette and Lily have found a way to put the fun back into Fun City. Listen up.