Ah, yes, I forgot about Eraserhead.

Anything directed by Terry Gilliam is pretty weird, for instance, Jabberwocky, Time Bandits, and The Adventures of Baron Munchausen. And that's leaving out all the Monty Python stuff. (Actually, his non-Python stuff is weirder, but less funny than his Python stuff.) The one I enjoyed most was Brazil, a rather free adaptation of Orwell's 1984.

A sci-fi film that I liked a lot was The Fifth Element. I don't know if that should count, because sci-fi films are supposed to be weird, but The Fifth Element was weird and funny.