I thought "Last Summer at the Hotel Ozone" was pretty strange.
"Cecil B. Demented" was MEANT to be weird.
A terribly acted and badly dubbed Italian Movie called "Blue Eyes the Bandit" was almost incomprehensible, but maybe not weird.
I always felt "The Saragossa Manuscript" was very strange (but seductively entertaining too).
But I think the weirdest movie I've ever seen is "The Wizard of Oz". I didn't used to think so. I watched again, just the other day. I found it...disturbing...and I kept thinking that it was more like an acid trip than a movie. L. Frank Baum was a very strange man.