Mine is Lost Highway. It’s one of the most amazing pieces of media I’ve ever experienced. It’s dark, surreal, and I still don’t know what it’s about for sure. I have my own interpretation, as do many others. Who’s right? We’ll never know. The film is a fucking trip. I highly recommend.
Alien and Blade Runner, both by Ridley Scott. Arguably set in the same universe.
Absolute stunning set and costume designs and genre defining in there own way.