*Pandorum *was excellent. It’s one of those movies I never really heard much about, but rented it anyway and was quite pleasantly surprised. Ben Foster is a really good actor. I think it fits what the OP is looking for.
It was OK, man. It wasn’t excellent.
I enjoyed Dark City and Pandorum, and Steambath.
For the life of me I can not remember the name of the original movie nor the remake, but there was a movie set on a steamship apparently making an atlantic crossing, where the people are dead. It was remade as an Alfred Hitchcock/Twilight Zone/Outer limits episode, and remade again a few years back and modified to be on a cargo ship.
Phone Booth and Buried come to mind, but the lead characters are fully aware of who they are.
In Mulholland Drive, one of the leads loses her memory after a car accident and goes in search for clues to her identity.
I’m afraid to watch Mulholland Drive. Isn’t that the movie where everyone walks away going “uh…WTF just happened?”
Well yes it is ambiguous, however I was able to piece together what I think is going on and it makes almost perfect sense. Without giving away too much I believe the film is a mix of hallucination and memories of one of the characters we see early on, pay attention to the man hired to kill someone.
Or watch it and then look up theories.
The Bourne Identity sorta fits, although he is not really locked into a physical area. But as far as not knowing who he is, who is behind his predicament, etc., it fits.
The Truman Show also sorta fits. Truman is kept on the island and doesn’t know who is behind his predicament, although it takes him a while to understand that he is in a predicament.
It’s not a movie, but the TV series The Prisoner seems to fit in with your OP (doesn’t know how he’s there, why he’s there, or how to get out).
Okay fine, epistemological mystery. Jeeezus!
Yes. Exactly this. It’s a cool looking and intriguing movie but I don’t want to spend three hours afterwards trying to excavate some meaning from the plot.
The Exterminating Angel fits the definition but I’m hard-pressed to lump it in with the others mentioned (well, the ones that I’ve seen at least). It’s totally surreal, although not Dalí-surreal–I don’t really know how to describe it. I’m not even sure I can recommend it, although even now it weirds me out a bit, so I guess it had some value.
AND THEN THERE WERE NONE (1945) movie of an Agatha Christie novel, is not quite on target but sort of vaguely.
Let’s see -
Loved Bourne Identity and The Truman Show.
The book/novella of And then There Were None was too good; no movie rendition has ever come close.
I’ll try Triangle.
Ok, on the other note, I watched Eden Log and for now all I have to say is a) Too dark b) Too muted and d) TERRIBLE dubbing and d) What. The. Fuck.
More maybe tomorrow when I think on it for a while.
I should add that I don’t mind walking away from a movie and thinking about it for days or even weeks…but like you say, it shouldn’t be thinking to try and just figure out what the hell I just watched!
This was probably the most brilliantly absurdist, surrealist thing I’ve ever seen. I love the Muppets but now I think Henson was wasted on this fuzzy things.
Long story short, I loved this. Thanks for linking to it.
The Outer Limits Episode Demon With a Glass Hand was an excellent example of that.
How about PI, a mathematician discovers something spooky and mysterious powerful corporations are after it, or are they?
I haven’t seen it yet but Cypher 2002 seems to be in the genre, a man takes a illegal job as a corporate spy and starts having odd headaches and realizes not everything is what it seems when he meets a fellow corp spy.
Cargo 2009(is this the same movie as Alien Cargo?) a woman who is working a long term space flight where workers take shifts and then go into cryosleep discovers something bizarre on the ship and has to wake others to help her solve the mystery.
The Village, a young blind woman in a isolated 18th century village must venture to the outside world to seek needed medicine, despite the fact the woods are full of strange monsters. Might be worth a look if you don’t already know the twist 
I thought it was excellent.