I love Kenneth Anger
I think the most unusual feature-length film I have seen has to be - or one of the most unusual films I have ever seen - Terry Gilliam's Brazil. It reflects perfectly the protagonist's status in life through is dreams but the more the film unravels, the more chaotic his status becomes which reveals a darker secret of his - the dark absurdist sense of humour just adds to the chaotic atmosphere at times.
I'd have suggested David Lynch's Eraserhead but that sort of makes sense after a few views and in fact is rather relatable (and sort of just an annotation), depending on your interpretation. Brazil is a terrifying nightmare for the protagonist, and really could be a film that may make you doubt reality as a whole.
although, I could suggest so many more weirder films: Memento; INLAND EMPIRE; Martyrs; Hidden; Funny Games; Oldboy; the list can go on and on - I've only picked one.
The most unusual short films I have seen are possibly Jan Svankmajer's extensive collection of short films - from Flora to Meat Love. That man is a stopmotion genius. Although, love goes out to Kenneth Anger, Gaspar Noe, David Lynch and so many others too.