There’s an element of feminine melancholy within Greta Gerwig’s work. With films primarily featuring female protagonists, Gerwig has a way of perfectly encapsulating the trials, tribulations and celebrations of what it means to identify as a woman.

Noah Baumbach’s latest film, “While We’re Young,” opens with a silent epigraph from 19th century Norwegian playwright Henrik Ibsen’s “The Master Builder”: “I’ve become so disturbed...