In order according only to my opinion
  1. Wild at Heart
  2. Mulholland Drive
  3. Honorable mention: Twin Peaks!
    It's just so good.
    Suggested by @dev
  4. Twin Peaks: Fire Walk With Me
  5. Blue Velvet
  6. Inland Empire
  7. Eraserhead
  8. The Straight Story
  9. The Elephant Man
  10. Lost Highway
  11. Dune