Yeah it's a Terry Gilliam film. Here's the description of the movie:
Jeliza-Rose (Ferland) is a young girl in a very unusual situation â€“ both of her parents are junkies and she is usually left to her own devices for entertainment. When her mother dies, her father (Bridges), a rock â€˜n roll musician well past his prime, takes her to a remote farm in the country, she escapes the vast loneliness of her new home by retreating into a world that exists only in her mind. Here, fireflies have names, bog-men awaken at dusk, and squirrels talk. And the heads of her four dolls â€“ Mystique, Baby Blonde, Glitter Gal, and Sateen Lips â€“ long since separated from their bodies, keep her company.