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.
Soundtrack is fantastic too
Holy shit was that movie a mindfuck.