Andrew Bujalski’s “There There” opens with a mellow, melancholy saxophone solo, the first of several musical interludes by The War on Drugs’ Jon Natchez that serves as bridges between the series of primarily two-person scenes that will follow. The first of them is probably the best – it makes a promise the movie can’t quite keep – as a doctor (Lili Taylor) and a restaurateur (Lennie James) wake up the morning after their first date and first sexual encounter.