The Cannes Film Festival is set for another major Hollywood premiere on Saturday, as Leonardo DiCaprio and Martin Scorsese bring their Native American crime epic, "Killers of the Flower Moon", to the French Riviera.

The three-and-a-half-hour movie, which includes Scorsese's other long-time muse Robert De Niro, charts a wave of murders among the wealthy Osage Indians in the 1920s and the birth of the FBI.

It will be followed by more Hollywood royalty when Natalie Portman and Julianne Moore premiere "May December" about an actress meeting the couple at the heart of a tabloid scandal.

The competition for the festival's top prize Palme d'Or is heating up.

An early front-runner is British director Jonathan Glazer's "The Zone of Interest", a unique and horrifying look at the private life of a Nazi officer working at the Auschwitz concentration camp.

"The things that drive these people are familiar. Nice house, nice garden, healthy kids," Glazer told AFP.

"How like them are we? How terrifying it would be to acknowledge. What is it that we're so frightened of understanding?"

Critics were near-unanimous in their praise, with Variety calling it "chilling and profound, meditative and immersive, a movie that holds human darkness up to the light and examines it as if under a microscope".

But there was also huge warmth for "Four Daughters", a heartbreaking documentary about radicalization within a Tunisian family that is both inventive and engaging.

That may go down well with jury president Ruben Ostlund, last year's winner for "Triangle of Sadness", who likes his arthouse films with some lighter touches.

A total of 21 films are in the main competition, which concludes on May 27, including previous winners such as Japan's Hirokazu Kore-eda, Germany's Wim Wenders, and Britain's Ken Loach.

Ageing icons

The weather has been untypically wet this year, but Cannes has had no shortage of splashy moments since kicking off on Tuesday with the controversial appearance of Johnny Depp.

In his first movie since a bitter trial with ex-wife Amber Heard, Depp played French king Louis XV in "Jeanne du Barry", which received middling reviews, and festival director Thierry Fremaux irked online critics by saying "I don't care" about Depp's legal woes.

The festival also saw an emotional appearance from Harrison Ford, receiving an honorary Palme d'Or at the world premiere of "Indiana Jones and the Dial of Destiny".

At the risk of turning this year's Cannes into a festival of aging Hollywood males, there was also an honorary Palme for Michael Douglas and an appearance from Sean Penn as a grizzled New York paramedic in "Black Flies".

Italian-American icons

But all eyes will be on the red carpet this Saturday as three icons of Italian-American cinema make their way to the Palais des Festivals.

DiCaprio and De Niro are both long-time Scorsese collaborators. But the director has never before cast them in the same film, apart from a funny short in 2015, "The Audition", in which they competed for a part in his next movie.

The film world is also painfully aware that it may be one of the last movies from the master behind "Goodfellas", "Raging Bull" and "Taxi Driver".

In a poignant interview earlier this week, the 80-year-old Scorsese told Deadline, "I'm old… I want to tell stories, and there's no more time."

"Taxi Driver" won the Palme d'Or in 1976, but he has not been back in the Cannes competition since 1985's lesser-known "After Hours", though he did serve as jury president in 1998.

"Killers of the Flower Moon", which was funded by Apple, is showing out of competition.