“City of Women” is ultimately a fever dream — Fellini’s fever dream, to be exact. Through Marcello Mastroianni, his perennial stand-in, Fellini investigates his own subconscious feelings (sexual, emotional, and anxious) toward women, as well as the ever-changing political landscape of the late 1960s. Par for the course, Mastroianni plays the bumbling, perpetually confused explorer with stunning acuity, barely navigating a surrealist and yet deeply familiar version of the modern world.