There's certain stylistics you'd need to pay attention to that relate specifically to art... obviously the context of the artwork is important, so remember your Romantic paradigms, tents, conventions etc. If you're going to discuss an artwork you just need to pay strong attention to texture, tone, colour, shape, space and line. A great technique to remember is chiaroscuro, which is pretty much an abrupt transition from light to dark. See Artemisia Gentileschi's Judith Beheading Holofernes to see what I mean (keep in mind that artwork is Baroque and not Romantic, though, it does hold several Romantic tenets).
Actually, after wikiing Sean Penn's Into The Wild, I've found it's a movie and not an artwork??
Either way, if you want some Romantic artworks to sink your teeth into, take a look at George Stubbs, Eugene Delacroix, Francois Rude and Theodore Gericault... just off the top of my head, hah.[FONT="][/FONT]