Hereditary
This is a gruesome one to wrap your head around. It seems straight forward up until the very end when things really hit the fan. The last scene has a bunch of cultists in it as they gather in the family's treehouse, all of whom were at Annie's mother's funeral at the very beginning of the movie. The family's trauma was hereditary!
Donnie Darko
There isn't one aspect of this movie that isn't confusing. The only real explanation to any of it is that parallel universes are very much a huge player in the narrative. Donnie is in a parallel universe and he's trying to fix a time rift but the only way to do that is if he dies.