Perhaps now entirely strange, but a game that truly left me with a "Whoa!, what was that?" sensation is a game way back from 1995. Endorfun. You play a little colored cube that you have to navigate on top a grid where colored tiles continually appear. You absorb them by rolling over them with the same color side of the cube on top. What makes it all weird, is that the game is played with a New World and jazzy soundtrack, on top of really psycheadelic backgrounds, and the fact that the cube is refered to as "light body" and other hippie references therein. Also, the music is laden with subliminal messages like "I feel joyful now" and "I'm a beautiful and perfect spirit", and similar ones,as well as showing one of the them in swirling majestic colors after completing several levels. Oh, and if that wasn't trippy enough, as the levels progress you change from a semi-ismoetric view of the grid to some really twisted perspectives that really test you navigation skills.
I agree that Earth Worm Jim is completely weird. First was good, second one also good, but feels forcefully weird.