Josh Brolin did not receive an Oscar nomination for portraying Matt Graver in Sicario.
Sicario is a film where my initial reaction was that of some disappointment due to a certain expectation I suppose. A expectation not in terms of quality, but rather scope. The film takes pretty narrow approach in its story about the dark world of the drug war. Now my view of the film has not changed exactly in terms but as time passed the film stuck with as I found the film worked more in emotional fashion rather than a logical way, if that makes any sense.
The story follows a FBI agent Kate Mercer (Emily Blunt) who gets involved with drug world after uncovering a group of victims of a Mexican cartel, and agrees to work with the CIA to take down the cartel. This group is headed by Matt Graver played by Brolin. Although much of the praise has gone to the man, who I'll be getting to in a moment, Brolin's performance should not be overlooked. On the outset Graver acts as the encouragement for Kate to come with him on a mission to destroy the head of the cartel. Brolin's very good in this first scene representing the right authoritative and seemingly concerned presence that seems to wish to help Kate find some justice for the victims of the cartel. The next time we meet him is when Kate has agree to come along on the mission, and one of the defining traits of Graver is revealed, though it was alluded to beforehand in terms of his choice of dress, which is his extremely casual behavior whenever he's not in a dangerous situation. Brolin importantly embraces this completely with his performance, as he brings such a consistently relaxed quality to Graver whenever he's going about the business before the mission. In this Brolin actually reveals a bit of Graver's history as he's clearly been at the job some time, and Brolin reveals his comfort with the job in every moment of his performance. Of course Graver is not the only one coming along for the mission.
Benicio Del Toro did not receive an Oscar nomination, despite being nominated for BAFTA, for portraying Alejandro Gillick in Sicario.

Alejandro appears in quite the ominous way as he stands alone at a distance below a plane that Kate is boarding. This plane is going to take them to Mexico which is not what she expected when she joined. Alejandro appears on the plane as well and despite that almost demonic early entrance Del Toro really does not play Alejandro as one might expect. Del Toro as they just ride the plane at first shows just a very tired man, through in his eyes and expression it does seem as though he's been through a great deal in his time. Del Toro also contrasts Brolin's performance by not suggesting as much of a comfort with the life. In fact there is a certain unease that Del Toro conveys subtly through his mere presence. It is not a fear or anything even close to that that Del Toro portrays, but there is not even a sliver of joy suggested in him. Del Toro, despite being almost a boogeyman of sorts, establishes something very early on that ends up being pivotal to his character though it is never bluntly stated. I'll get to that a little later on though, as first we see Alejandro through Kate's eyes where he is a bit of an enigma. Del Toro's work never feels vague though, as when its time to transport an important member of the cartel Del Toro presents Alejandro with an extreme conviction as a man in his element, though again not necessarily in the way one might expect him to be.
Graver and Alejandro are partners of sorts in taking down the cartel, and Del Toro and Brolin play off each other extremely well. Brolin again keeps an interesting levity with his portrayal of Graver, as he depicts him as a man who most of the time seems to not really care about much of anything. Brolin in this capacity even is able to derive just a bit of humor to the film, which is needed, through just how comfortable he makes Graver with everything. This is never without purpose though as he makes Graver a bit of the good cop to Alejandro's very bad cop. Though in this case even though Brolin suggests that Graver's attitude might be a bit of an act, Del Toro very clearly establishes that Alejandro's side of things is not. A great scene for both of them is when they go about interrogating a cartel member and both show the way the things work. Brolin keeps perfectly calm as he basically just allows Alejandro to have at it. Del Toro is great in the interrogation scene by bringing such intensity in Alejandro as he goes about physically abusing the man to derive the information. Del Toro is very effective as realizes such a striking hatred in Alejandro as a goes about his task. There's no hesitation, no sympathy, Del Toro shows us an unquestionable passion even as it is obvious Alejandro will get what he wants from the man.
Del Toro and Brolin also importantly reveal more to their characters in their distinct relationships they set up with Blunt's Kate. Brolin is actual kind of enjoyable in just how dismissive he makes some of Graver's interactions with her, well especially when Kate's with her FBI partner Reggie (Daniel Kaluuya). Brolin in his manner and delivery basically shows a man putting on airs basically as he often speaks to her in a tone as though she's just an amateur in a room of professionals, and puts the only actual effort into his conversations with her when it seems like she's either going to risk the success of the operation. Del Toro on the other hand brings a surprising warmth of sorts, though understandably muted as he interacts with Kate, and when he advises her on how to get through the world. Del Toro does not make this a facade either as he portrays a genuine concern at times for her, and is particularly good in just the scenes where he listens to her as she lists of her growing anxiety due to entering the world. Del Toro's reactions do not have a hint of sarcasm or apathy. Del Toro instead plays these moments as a distant though still caring father of sorts as Alejandro does his best to advise and even comfort her in her current descent into a Hell he knows all too well.
Now both Brolin and Del Toro never makes either of their characters simplistic or one note. Brolin as the easygoing often sardonic CIA operative isn't so simple. There are moments where something is on the line and he is forced to explain his position where Brolin reveals the true nature of Graver. When Graver explains why he uses Alejandro and takes some extreme measures Brolin finally brings a gravity to his words. In that moment Brolin reveals the real passion in the man, and even alludes to the idea that his behavior the rest of the time is perhaps a bit of a coping mechanism to be able to deal with such a world every day. Del Toro on the other hand has never created a facade of any sort at any point, Del Toro always plays Alejandro in a completely truthful fashion. His concern for Kate was never false. There is a moment where he asks to make sure she's okay, Del Toro shows this to be the truth, but later when he shoots her, though just to temporarily incapacitate her, he does not subvert that actually. Every action that he takes throughout the film feels natural to the character due to Del Toro. In that moment he shows Alejandro absolutely heartless as he's on his mission, which he will not allow anyone to get in the way of. Alejandro goes off on basically a killing spree to reach the head of the cartel. The man he proceeds to sit down with to dinner, which also includes the man's wife and two sons. Del Toro is chilling in the scene as he so calmly explains his intentions then equally calmly murders the man's family in front of him. Again Del Toro doesn't portray joy when he has the man watch for a moment. It is instead cold hatred intertwined with a man who still seems to be going about a mission, and that painful moment was a requirement of that mission. Now again back to Del Toro's pivotal choice in his performance which is that in reality Alejandro's a good man, or at least was one. His lack of empathy for his victims is not that of psychopath or sociopath, but a honest man driven to a personal vendetta for his murdered family. Del Toro does not even give this pleasure though as he finds a certain element of self-loathing, as he's good man who must become the monster to kill the monster. In that dinner scene I find most powerful element to be is a sadness that Del Toro brings as he goes about the murders. Not for the victims mind you, but for the loss of his own morality that has brought him to this point. Del Toro is even heartbreaking because he does not make a soulless killer, but instead presents a man losing his soul to keep a promise to himself. Brolin gives such a strong performance alleviating what could have been a fairly standard expository role. Del Toro gives tremendous performance creating perhaps a far more complicated portrait of revenge than the film even intended.

(For Brolin)
(For Del Toro)