Someone already mentioned it, but "Tetsuo: The Iron Man" is so freakin' bizarre (and also creepy) it deserves a big mention. I still have no idea what was going on in that movie.
Also have to mention "Tokyo Gore Police". Seriously, I can't even describe this movie. The plot actually makes sense, but they throw in so much weird and random shit it's hard to even know where to begin. It includes a woman who is a chair who pees on people (seriously), a guy who gets his legs cut off and then rockets through the air by shooting out huge quantities of blood from his stumps (it's hilarious), an advertisement for razor blades specifically designed for cutting yourself, and enough blood to fill the pacific ocean (it's called "Gore police" for a reason).
Also, watching "Dune" without having any familiarity with the book or the Dune Universe is a very weird movie experience.