I really, really, really loved the movie Crash. Granted, every time I watch it I can't stop bawling for a couple hours, but in the end it seems worth it.
Dark, weird films... well, none exactly spring to mind that I've watched, but there are probably a couple. I don't know, um... the Virgin Suicides was rather dark, but it, to me, seemed more like dark comedy than anything. It could just be my sense of humor, though.
The Hours! That has to be the WEIRDEST movie I have ever seen. I still don't quite understand it.