“Women Behind Bars” it ain’t. And Ms. LuPone and Ms. Winger must sink or swim in the thick sea of verbiage into which Mr. Mamet has thrown them. Ms. LuPone, a Mamet veteran, navigates these clotted waters like the freestyle champion she is. Ms. Winger, in her Broadway debut, mostly dog paddles. ... That leaves Ms. LuPone to carry the emotional content of the play all by herself. She does so valiantly and compellingly, and reminds us that this Tony-winning star of musicals is a terrific dramatic actress. In her Cathy you sense the strain of a naturally arrogant woman trying to be humble and, what’s more, trying to convince herself that she believes in her humility.