The Bride of Frankenstein (1935) James Whale. Includes truly beautiful black and white cinemaphotography, not to mention the stunning lab scene when Mrs. Monster comes to life.
Kaidan (1964) Masaki Kobayashi.Three odd and interesting Japanese ghost stories. Fascinating, surrealistic sets.
Donnie Darko (2001). Richard Kelly. A suburban teenager's life becomes a nightmare journey through time and emotion. Haunting, quirky, and compelling.
Careful (1992). Guy Maddin. With its weird pastel colors, bizarre Nordic sets, and cartoonish Scandinavian characters, the movie brings to mind Ingmar Bergman on LSD.
Safe (1995). Todd Haynes. A housewife becomes allergic to everything, and, increasingly isolated from everyone, ends up on an extreme psychological limb. A very slow paced, Kubrick-like, disturbing film.
Carnival of Souls (1962). Herk Harvey. It should be another schlock horror B-movie, and it's partly that but also kind of creepy.
Forbidden Zone (1980). Richard Elfman. I don't know if it's good or not, but it's certainly the weirdest movie ever. It resembles a live-action Betty Boop cartoon.
Theremin: An Electronic Odyssey (1995). Steven M. Martin. A fascinating documentary about Leon Theremin, the man who invented one of the first electronic musical instruments. The true story of his life and the instrument is so unusual it seems like fiction.
The American Astronaut (2001). Corey McAlbee. This science fiction musical features a solar system that is something like a demented wild west. Guaranteed to be unlike anything you've seen.The best moments are the nutty musical numbers.