'Aguirre, der Zorn Gottes' somewhat goes into that direction. 'Kammerflimmern' also has a little bit of weirdness/mystery, but not that much. 'La cité des enfants perdus' is very weird though. 'Skenbart' is certainly weird, but not in a mysterious way but rather in a WTF? kinda way... But most films that come to mind are English: 'The Piano Tuner of EarthQuakes', 'Donnie Darko', '2001 - A Space Odyssey', 'Institute Benjamenta', 'Naked Lunch', 'Brazil', 'The Imaginarium of Doctor Parnassus' and pretty much every film David Lynch has ever made. Plus, you might like the animated shorts from the Quay Brothers.