Beau is Afraid was the last one I recall. I think it was mostly the latter half of the movie where I started to get a bit confused and needed the ending explained to me.
What movies made you look up some kind of explanation afterwards? I feel like I have done it several times in the past for more surreal movies but can’t think of any other examples.
It can also be a TV show.
The Fountain. It kinda makes sense on first watch, but you really need to read the companion graphic novel to get it.
Holy shit was that movie a mindfuck.
Soundtrack is fantastic too