Pan's Labyrinth has some reasonably fucked up moments, not in a hugely mindfuck way though.
Ahh Tim Burton might fall into that category. Especially movies like 'Nightmare Before Christmas' and 'Edward Scissorhands', both fantastic and weird.
Umm Reservoir Dogs is also a really good movie well and truly related to your list (on the same level as Pulp Fiction in my opinion.








