As a director, Altman is a stylist first and foremost. His films feel like documentaries in that he leaves a lot of improvisation up to his actors, and his camera is there to be a fly-on-the-wall more than anything. His films, which range from Nashville to Gosford Park to Prarie Home Companion, are seamless, elegant organisms teeming with nuances, a million things happening at once.
That means he doesn't prioritize the information for you with close-ups or any special technical trickery. Altman's camera is there because the actors are there. It comes and goes, panning in and out. Sometimes his films are kind of boring, but other times they are really transcendent, especially when out-of-the-ordinary events happen, usually in the middle of some pretty banal events.
Again and again, what you see as one of the major themes in Altman's oeuvre is a preoccupation with public performance, whether that's in the case of ballet (The Company), radio shows (Prarie Home Companion), country music (Nashville), or politics (Tanner on Tanner). This is a director who's interested in the intersection between what's public, and what's personal — and the ways in which his characters navigate that, how we can perse out what's genuine and what's just a good show.
In Altman's case, all of his films are good shows.