I would consider myself a David Lynch fan, although I haven't seen all his films. Twin Peaks was a revelation (and an obsession) back in the 90s. It was strange and weird, quirky and compelling. The catchcry of "She's dead, wrapped in plastic" is just one of many memorable moments from this series.
More recently came Mulholland Drive, a movie I picked up on DVD recently and watched (not for the first time) the other night. It's set in Hollywood, centred around the movie industry. At its heart is a mystery concerning identity, but it includes many seemingly unrelated subplots, twists and turns -- not to mention some things that are almost unexplainable!
Almost . . . Today I was intrigued enough to search out some explanations online. To my delight, there's this page on IMDB that answers everything brilliantly. (In fact, I can't help feeling that maybe I should have worked some of it out for myself!) Anyway, if you've seen the movie and want some answers, check it out.
If you haven't seen the movie, do not read the spoilers and instead rent out (or borrow) the DVD!
One of the fantastic things about David Lynch movies and TV series is the surreal and seemingly unexplainable nature of events, but I must admit I also relish ultimately finding out what it all means.