Hmm. Maybe it's just me, but for me, quite a lot of what's been mentioned isn't weird at all - except the
Cremaster Cycle - but then Matthew Barney calls himself a sculptor not a film-maker. Lucky bastard also goes out with Bjork - I am going to find him and kill him!
I reckon some of the earliest films are the weirdest, and not just because of the dislocation you get by being so far from the culture in which they were made - look at most of German expressionism -
The Cabinet of Dr Caligari, for example, with its shadows and paper city. And
The Beast with Five Fingers...
There's plenty of weird mainstream too - Herzog and Lynch, who have been mentioned, and of course, Nicholas Roeg are pretty odd. But what about all those 60s and 70s paranoia/conspiracy films like
Blow Up or
The Parrallax View?
More recently there was, yes -
Donnie Darko and
Eternal Sunshine - neither of which were quite as weird as they thought they were, but
Being John Malkovitch, which really was - as were
Pi and
Primer, which was made for about the cost of a cup of coffee...
However for really weird you have to go underground...
Vampire Hookers,
Bruce Lee vs. Gay Power and other really messed up things. Then seriously odd stuff too like Ben Hopkins'
Simon Magus or
The Nine Lives of Thomas Katz...