There are about five films I've seen which can fit, and haven't been mentioned.
First is an absolutely hilarious scorching black comedy called The Ruling Class, based on the Peter Barnes play. The 13th Earl of Gurney dies in an act of autoerotic asphyxiation, wearing the top of a British military dress uniform complete with sword and scabbard, and a tutu on the bottom. The 14th Earl of Gurney becomes the heir, but he thinks he's Jesus ("How do you know you're God?" "Simple. When I pray to Him I find I am talking to myself."). He also believes he is in love with Violetta Valery, Dumas' Lady of the Camelias, so the unscrupulous members of his family set up a family member's mistress to pretend to be his beloved Violetta, then she'll have a child by him, he can be tossed out into the loony bin, and they'll have the guardianship of the child-heir. But something happens that throws all their plans in an uproar: Jack Gurney becomes "cured" (and I won't ruin it for you to say how he was cured or what he was like afterwards). Along the way they sing Vaudeville songs, Verdi duets, college songs, etc., and deal with a Bolshevik butler who longs to see the rising up of the oppressed masses begin with the slaughter of his employers.
Highly recommended, and it's available on The Criterion Collection.
Then there's The Quiet Earth. An unnamed project for tapping an endless grid of energy in the air goes horribly awry and leaves only three people in New Zealand alive. Everyone else has literally disappeared, and things get progressively weirder both physically and in the interpersonal dynamics as the grid is about to do its thing again and sentence them to a potential non-existence.
Another weird film I've seen is Paperhouse, which follows a very lonely young girl into the world she's created with her drawings. She tries to improve it by including a friend in the house she's drawn, but she finds out that he doesn't have any working legs (she's drawn him just as a face at a window) and so cannot play with her as she wants him to. So she draws a pair of disembodied legs...and that's what she gets. She also tries to draw a father figure in the pages. It goes on and gets progressively more troubling until she decides to get rid of her fantasy world by scrawling all over it, which turns out to be a very bad idea, since the house is now boarded up, trashed, and there's a disfigured father who wants to kill her.
Then there's The Calamari Wrestler which is a parody, IMO, of the Rocky franchise, featuring a wrestler who dies and is reincarnated as a man-sized squid. Everything goes fine with his career until he has a genuine, loving, sexual relationship with his girlfriend as a squid and then changes back into a human. Don't you just hate when that happens? So he wants to be turned back into a squid and so does his girlfriend--the movie was tragically vague on the bedroom details. Then he fights other man-sized seafood and becomes king of the ring, with all sorts of perks like endorsement deals.
Lastly, there's Death Bed: The Bed that Eats. A human woman dies in the arms of a demon who loves her, and this demon weeps drops of blood which cause the bed they're having sex on to become a murderous, bloodthirsty bed that eats anything that sits or lays down on it. The story is told from the perspective of a soul who was a victim of the bed and is now trapped in the painting behind the bed. Very, very, very strange.