Mulholland Drive
An aspiring LA actress finds a woman with amnesia who is living in her aunt's home. Once their story is set up, it changes, and it keeps changing. There are random stories about random characters throughout the film. David Lynch has never commented on the meaning of the film, but one critic has said that it's meant to be about nothing.
Drive
It's rare to find a decent cliffhanger these days, but Drive makes the cut. Ryan Gosling's character speeds away at the end of the film as he's suffering from a stab wound. It's never shown if he dies or not, but film sleuths have determined that he did die. Earlier in the film, he talks about a story that ends with both characters dying, relaying that he knows he will die.