“Sorry, Baby” is one of those first-time writer-director gems that should land on 2025’s best films lists. This freshman effort by Eva Victor of “Billions,” who also stars in the film, details the aftermath of someone enduring following trauma. Perfectly set and shot in the wintry isolation of a small New England college town, the film gradually reveals that all is not well with Agnes, a young literature professor. She has been through something serious.