Sometimes a movie comes along that makes you think "What the ****"...

Ha ha, that drill instructor's worth the price of the DVD.. Lee Ermey I think. That movie didn't seem as weird to me as Apoc Now did. I'm betting Eyes Wide Shut or... oh yeah.

Another movie is A Clockwork Orange.

Also, my user name is from Apoc Now. Extra points to anyone who knows the reference.
 
Most Stanley Kubrick is WTF. 2001 never ceases to confuse me. Although Dr. Strangelove rocks.
 
Well, it seems that there are different WTF categories here.

There's the WTF of Fight Club, where you realize you have no clue what's going on and you have to watch it again to understand it.

There's the WTF of Napoleon Dynamite, where the entire movie is a string of non sequitirs.

Then there's the WTF of movies like Naked Lunch, where nothing makes any sense, and wouldn't no matter how how many chemicals you're under the influence of.

My sister sent me a box set of 50 "classic" horror movies, so I'm expecting soem WTF moments out of that one. Some of the titles include:
Atom Age Vampire
One Body Too Many
Attack of the Giant leeches
The Giant Gilla (sic) Monster
The Killer Shrews
The brain that Wouldn't Die
Swamp Women
Mosnter From a Prehistoric Planet
Last Woman on Earth
The Last Man on Earth

And so on. Of course, it also includes Metropolis, Night of the Living Dead, The Hunchback of Notre Dame (not the Disney version), Nosferatu, and some other genuine classics.
 
Women in Love. Nude wrestling matches -- OUT OF NOWHERE, beating horses and laughing (I guess) -- OUT OF NOWHERE, naked romps through wheat fields after being bashed in the head with an ashtray... and more.

All those details draw this strange attention to themselves and subvert any attempt to understand what the movie's about.
 
Almost all of Takeshi Kitano's movies have a handful of WTF moments, because there are surprise acts of extreme violence, i.e. Brother, Violent Cop, Boiling Point, Sonatine, Fireworks & Zatoichi.
 
The big lebowski

Wijg said it best when he said, "watch this movie 3 times, the first you'll be totally confused, the second you'll start to understand it, and the third you realize just how brilliant the writing is"
 
Once again a Terry Gilliam directed movie - although the movie makes a lot more sense after reading the book. I love Hunter S. Thompson.

Edward Scissorhands - maybe because I've never seen all of it at one time but that movie confuses the hell out of me
 
Yeah - I think he was diagnosed with a very bad disease so he blew his brains out with a rifle. They shot his ashes out into space with a great deal of fanfare just like he wanted.