Ray Pride visits the Winnipeg FilmExchange.

Think of it as Little Clubhouse on the Prairie: now in its fourth year, Winnipeg’s FilmExchange, touting itself as the only all-Canadian film festival, sponsored by the locally headquartered National Screen Institute/Canada, jam-packs five nights and four days with screenings, presentations, master classes and workshops in the elements of production and distribution. It’s as low-key — and productive — as you’d expect an event in early March — customarily the coldest of the year in that part of Manitoba, reaching as low as 40 below Celsius. Now that’s Canadian.

Most years that’s cause for discovering the great indoors. While warm temps in 2004 meant that Winnipeg, as Dorothy Parker would say, was only “pure as the driven slush,” crowds still clustered inside the warmth of the Fort Garry Hotel, the Cinematheque run by the Winnipeg Film Group and the Globe Cinema multiplex inside the blocks-long Portage Place Mall. Thirteen features played, including Sundance gambling-genre hit Seven Times Lucky, with Winnipegger Guy Maddin’s The Saddest Music in the World on closing night.

The FilmExchange has little of the competitive fever of an all-American fest like Sundance, being more like a conspiracy among filmmakers established and starting up, or like a convention of doc-makers, a “we’re all in this together” feeling, enforced by the modest size and by the weather. Plus, no events overlap. Cocktail hours are convivial, and it’s a tribute to festival director and über-schmoozer Bill Evans that the right people seem to get paired and trio-ed off into conversation.

The event opens with the open-air SnowScreen, with several hundred viewers watching animated shorts from the National Film Board projected onto a wall of ice while hot chocolate is passed around near the historic architecture of the Exchange district. (Some evening events also feature the region’s famous traditional sausage as well.)

Carl Bessai’s broody, Ian McKellen–starring excursion into Bergman’s Wild Strawberries territory, Emile, had its star moment at Toronto. The real stars are here movies that are clever on a budget, working with dialogue and quirky conflict, like the modest ambition of Peter Wellington’s simmering 1972-set Luck, a slacker longing-story starring Jed Rees and Sarah Polley. Jeff Solylo’s handcrafted East of Euclid is a comic noir that drinks deep at the layers of history of an apocryphal city until you realize you’re sitting in that very fever dream called Winnipeg. Vancouver is captured in Nathaniel Geary’s taut, powerful sliver of street life in that city’s Downtown Eastside, On the Corner, shot at a now-disused hotel where he had worked as a night clerk, and incorporating the topography (and slack faces) that anyone who’s walked those streets would immediately recognize.

Shorts are presented in a format that’s irritating at first but ultimately gratifying: immediately after each one, the filmmaker takes stage with a presenter and engages the audience in a Q&A. The stop-and-start gives you a feeling of community without succumbing to cabin fever. Standouts this year included Gariné Torossian’s Garden in Khorkhom, an impressionistic look at the life of painter Arshile Gorky, drawing footage from Atom Egoyan’s Ararat; Simon Davidson’s Sometimes a Voice, an adaptation of a poem that coolly, adeptly captures unexpected loss in a young man’s summer; and Toronto television writer Skander Halim’s first short, Guest Room, a hilarious, immaculately paced, framed and acted comedy that charts the complications when a jaded graduate student moves into a home with a mom, dad and teenage daughter.

Saved for closing night, in a theater otherwise devoted to The Passion of the Christ, was the local premier of a local hero’s “passion of the Guy,” Mr. Maddin’s Saddest Music in the World, preceded by a prototypical Maddin introduction full of smarty-pants digressions and self-deprecating humor.