Mr Frost (not to be confused with "Jack Frost" lol
http://www.imdb.com/title/tt0100161/
Raising Cain (One of my all time favs, John Lithgow plays 5 diff parts in the movie)
http://www.imdb.com/title/tt0105217/
Repo! The Genetic Opera:
http://www.imdb.com/title/tt0963194/
Tideland:
http://www.imdb.com/title/tt0410764/
The Imaginarium of Doctor Parnassus:
http://www.imdb.com/title/tt1054606/
(I love everything Terry Gilliam has done lol)
Dead Man:
http://www.imdb.com/title/tt0112817/ GREAT Jim Jarmusch Flick!!
and if you want a VERY (more then usual lol) bizarre David Lynch flick check out
Inland Empire:
http://www.imdb.com/title/tt0460829/ pretty much 2+ hours of pure WTF'ness BUT I love Lynch so it was ok lol
-Loki-