i loved natural born killers, but i thought it was kind of interesting to note that quentin tarantino insisted his name be removed from the film due to how much stone changed his original screenplay.  
some more crazy movies: firecracker, starring mike patton. not very good, pretty awful actually. but definitely weird.
freaks!!! come on. gooble gobble gooble gobble, one of us. classic.
brazil. or any terry gilliam in general. the fisher king, 12 monkeys, etc.
i saw a movie recently called 'wristcutters: a love story', that's not terrible, but not so great either. BUT, it has tom waits in it. and that's enough for me.

the scene with dennis hopper yelling mommy is a classic
 
I have heard - I don't recall where - that the original idea was, instead of nitrous, to have him sucking helium.  Some suit told Lynch no, doing her while yelling Mommy in a high voice was just too sick.
 
Peter
 
It never got weird enough for me. - Bill Murray as H.S. Thompson in Where the Buffalo Roam

My Boy Bubby; don't know who made it, but it makes a David Lynch movie look like a cartoon. This is a class of weird nobody has gone too. Yes, including Blue Velvet.

Mike. Wild at Heart isn't weird, it's where my band found it's name ;-)
 
I'll submit for consideration Razorback. A giant pig is terrorising the Australian outback. it doesn't get much weirder than this.

I can't believe no one has mentioned Killer Klowns from Outer Space.  My daughter managed to find it on DVD and gave it to me a couple of years ago.  That one tops my list.  I'll also jump on the Blue Velvet bandwagon.  Great movie!

Putney Swope
a twisted 70s satire of race in the Advertising industry.
I feel like an Oreo cookie.
You look like a piece of sh&t!
 
(I worked in a theater in the late 60s -early 70s)
Mike

It doesn't make my Top Three Weird list, but, on a clown note, if you're in the mood for an evening of twisted sickness, check out Vulgar.  For more kinky weird, try Crash (the 1996 James Spader/Holly Hunter one, not the 2004 Don Cheadle/Matt Dillon vehicle).
 
Peter

Putney say: Borman 6 girl got to have soul!
 
BIll, tgo

I was also thinking about the Killer Clowns film. What a crazy one that was. I was also going to say  The Incredible Two Headed Transplant.  
 
Pete

Cozmik, ditto Vulgar and Crash.  The former was depressingly bad and hopelessly bizarre and nihilisitic...the latter was just plain wrong, although it does have the Wachowski Matrix brothers in the credits.
 
In the Lynch catalog, to my mind, the only film of his that comes close to Eraserhead for pure WTF factor is Mulholland Drive.  Fun exercise:  while watching MD, keep a pen and paper at hand and try to jot down the plot points.  At the finish of the film, try to connect the points into a chromatic, cohesive whole.  It CAN be done!

How about The Loved One. Satire on the funeral business, 1965. Pretty strange plot, and as I recall, almost hallucinogenic in style at times. . . or maybe that was just me.

Another swell clown movie is Shakes the Clown, with Bob Goldthwaite. Once you see Florence Henderson in this one, you'll never look at Carol Brady the same again.

how many syllables mario?

I ain't gonna rock the boat ... I'M GONNA SINK IT!

All this and no mention of Cold Dog Soup, one of the quirkiest comedies of all time??!? Really, you guys gotta get out more often!
Larry