There's an independent film maker by the name of Kevin Ford who makes these really odd independent movies (on miniDV). Visually they're nothing like Lynch, but storywise they're pretty out there.
They're quite entertaining, and many are downloadable for free.
www.mo-freek.net
"People are Dead" is pretty cool and if you're an Angela Bettis fan "Last Days of America" and "Loveinapocolypse" are neat.