Lost Highway (1997)

David Lynch splits one man into two halfway through and never explains the join. Bill Pullman's jazz musician is watched, accused and then, inside a prison cell, transformed into someone else entirely, a younger man played by Balthazar Getty, while Patricia Arquette plays both women in their lives. In early 1997 it felt like an art-house puzzle. Now the surveillance creeping into a married couple's home looks like the first stirring of a fear that ran through the next four years of cinema: being recorded, then replaced. It is the coldest and least forgiving film here, so start elsewhere if you want answers, and come back for a mood nothing else on the list matches.