El Topo and Liquid Sky having both been mentioned already, I’ll second them both, and add the following:
Maniac - not the 1980s Tom Savini splattacular, but a very weird, not entirely coherent little horror/exploitation gem from 1932. Mad science! Madder scientists! Black-cat-eyeball swallowing! Topless chick hypo-fights! Totally out-of-nowhere dialog and action! No particular ending!Whadda flick!
Witchcraft Through The Ages - a most peculiar film, especially with the deadpan narration of Mr. William S. Burroughs…
Dr. Caligari - not the older one, but an incredible bit of loony cinema from the 1990s with no discernable plot but iwhich is still frickin’ fascinating…
The Devils - my favorite Ken Russell movie, an intense, brutal, probably blasphemous, and visually sumptuous accounting of a true story (as written up by Aldous Huxley in The Devils Of Loudon) about an Ursuline convent swept up in demonic-possession hysteria , the charismatic horndog priest who gets blamed for the whole thing (Oliver Reed when he was still one of the sexiest men in British film) and the repressed, hallucinating hunchbacked Mothern Superior (Vanessa Redgrave) who sets it all off by falling in love/lust/hate with him at first sight. Fucking incredible movie, and very very weird indeed.
Salo - de Sade’s 120 Days of Sodom set in Italy near the end of WWII, as envisioned by Pasolini. It will sicken you, enthrall you, or do both at once - whichever way you react to it, you won’t end up saying “meh” at the end.
Der Todesking - episodic, somewhat surrealistic avant-horror by Jorg Bluttgereit and Manfred Jelinski (the team behind the equally out-there Nekromantic I and II) . Apparently, it’s all about a chain letter that triggers a week of bizarre suicides. Unless it isn’t. Music by John-Boy Walton (!) .
In A Glass Cage - (yes, I’m a horror movie gourmand, however did you guess?:p) - slowly mounting suspense, unsavory themes and a completely over-the-edge concept make this Spanish shocker about a quadreplegic former concentration camp guard and his homosexual caregiver an unshakeable experience of true and intense cinematic ooze.