I watched a small budget "thinking" film this weekend called 'Primer'. It's of the same sort of stuff as Donnie Darko, Memento, Mulholland Drive etc. It's grainy and the audio sometimes makes it difficult to hear the dialogue which helps aid the confusion at the start. As the film progresses you get to hear more of the conversations that are going on, but it doesn't necessarily clarify WTF is going on. Highly recommended if you like films of that kind.