An early example of an experimental film is Un Chein Andaulo, or the Andalusian Dog by Luis Buneul.
David Lynch is one director who is known for his experimental flicks. Lynch is known for his surreal movie Earserhead, which is about a man getting thrown into a world he really wasn't ready for.
While he didn't get overly well known for them they are still an interesting watch. With some being better than others they paint an interesting world that while at times maybe hard to explain still intrigue the mind.
One of Anger's more over looked film is Lucifer Rising. This comes off as a strange collage of colors coming out of ancient Egypt but as it progresses one sees progression of an ancient religion up into modern days and how the portal of it now a days is not quite what it seems.
John Waters is an interesting case in this genre. The king of filth made a string of films that where made to shock the person. Leaning more towards sexual side of things waters likes to not only shock the senses but also to make you think twice about certain "taboo" things. Hag in a Black Leather Jacket was his first film to come out that set him apart from most other directors of the time.
Sadly you-tube doesn't have the video or trailer up for Hag and blogger won't let me use another source so this is the closest thing I could get to for an explanation. I think more filmmakers need to start going in this direction and revive a genre that is all but almost dead.