Someone else posted Eraserhead. That was sure weird. I saw a B horror movie, Italian-made I think, that was really weird, and a Santa horror movie that was too. I think cheaply made movies in general are weird because they don’t meet the expectations we’ve learned to have from watching professionally produced movies that fit into those broad expectations of plot, story arc, etc. So I can’t name a single weirdest movie. I’ll stick with Hollywood formulaic, within which there is still a lot of room for creativity and even depth.