4. Twin Peaks; Walk With Me (1992)
Despite its abrupt cancellation, Lynch was able to find enough support to direct a special feature film for the die hard fans that needed some closure on the show. Being Lynch, instead of concentrating on the 'After cancellation' part, like Serenity did with Firefly, he went with a 'Before and After' mix of storytelling to show what truly happened to Laura Palmer. Of course, if you weren't familiar with the complex back story of Twin Peaks, you were leaving the theater going 'WTF?'. Again, reception was mixed. So now he's hit nearly every major genre except for Action in the movie canon, tried his vision on the large screen and the small. Nothing for him to do but take a break, lick his wounds and come back swinging with another major WTF movie called...