I wasn't impressed by "Umney's Last Case", even with the always-great William H. Macy starring in multiple roles. I've always had logical problems (if that's the right word for it) with characters that are supposed to move between the real world and the fictional, and this one does no better than others that have come before it.
Truth be told, I can't say I enjoyed the original story itself, either. Noir has never been one of my favorite themes, and the attempt in this episode seems especially forced. I also didn't care for how easily Mrs. Landry seemed to accept that Umney was, in fact, Umney, as opposed to her own husband experiencing a schizophrenic episode.
The Bottom Line: Thank goodness this was Umney's Last Case.