Aah, I have quite a few of these.
1. Eraserhead (David Lynch)
2. El Topo (Alejandro Jodorowski)
3. The Holy Mountain (Alejandro Jodorowski, and even weirder than the other one)
4. Mirrormask (Dave McKean - Weird, almost nightmarish, but without lack of certain beauty. I mean... yeah, weird.)
5. Zazie dans le métro (French movie from Louis Malle. Hilariously weird, but masterly directed.)
6. The Zero Theorem (Terry Gillian, and almost all his movies, by the way.)
7. Existenz (David Cronenberg. Got mixed reviews, but I enjoyed it.)
8. Naked Lunch (David Cronenberg again. A masterpiece of the weirdness. Only the bug makes me sick.)
9. Scanner (David Cronenberg, yes, sorry, once again. Not that weird compared to the other two. However, the exploding head remains THE cult scene from his entire work.)
10. La Cabina (Antonio Mercero. Short Spanish jewel shot during the early seventies, which passed through the censors of Franco's dictatorship God knows how.)
11. Cloud Atlas (Tom Tykwer, Lana and Andy Wachowski. When weird also means great beauty.)
12. Blue Velvet (David Lynch. Brutal and disturbing weird, but good story and masterly directed nonetheless.)
13. El ángel exterminador (Luis Buñuel. Very disturbing movie. But not as weird as the one that follows.)
14. Un chien andalou (Luis Buñuel. God, now, that's weird. Cult scene: the eye and the razor blade. Ough!!)
15. Delicatessen (Jean-Pierre Jeunet. Weird for sure, but unprecedentedly good. I believe it is reviewed in BadMovies.org. I must disagree with the web-master. That's definitely not a bad movie.)
And I still have more which I cannot think about at the moment. I'll try to refresh my list once in a while.