Films that don't exactly play by normal Hollywood rules.
Rufio! Rufio! Ru-Fi-OOOOOOOOOOOOOh!
freeway II trick baby.
The Bad Lieutenant: Port of Call - New Orleans
The Weather Man
Birdy
A Far Off Place
Fear
Natural Born Killers
Thirteen
Repo Man
Bad Lieutenant (the first one)
A Clockwork Orange
Kids
High Art
Naked Lunch
Requiem for a Dream
Sling Blade
I can easily think of more, but that's just a quick list. Not a lot of laughs in most of these films, but they mostly do break a lot of Hollywood rules.
See my IMDb listing here: http://www.imdb.com/name/nm2482070
Requiem for a Dream.
That film and Freeway are my guilty pleasures. It seems weird liking films with such depravity in them. I try to moralize it by saying these films have a good overall message. That message being to stay away from the stuff portrayed in these movies (drug use, street prostitution).
People Under the Stairs
Re-Animator
The Hitcher (original)
[deleted]
Freeway 1&2
Oldboy
Suspiria
The last house on the left (original abd remake)
Straw dogs (original and remake)
I spit on your grave (original and remake, remake 1&2)
AND MORE..too long to list :)
Vampire's Kiss (1988) and After Hours (1985) are both low-budget comedies with dark, twisted humor. And these two were written by the same guy (Joseph Minion), so they have some other noticeable similarities, like with style and setting.
There's also Bundy (2002), which was written and directed by Matthew Bright. I didn't like this movie, though. I personally think Freeway is much, much better. But if you like Bright's style of film-making, then you might want to check out Bundy.
American Psycho (2000) and Bad Boy Bubby (1993) are movies that I haven't actually seen yet, but no one else had mentioned them, and they seem like they fit the criteria of being "fun, twisted films that don't play by normal Hollywood rules."
Welcome to Fright Night....for real.
American Psycho
Sleepaway Camp
Mysterious Skin
Greg Araki's films especially The Doom Generation and Nowhere are very similiar to Matthew Bright's films. Obviously Freeway 2.
Death Proof
Bad Boy Bubby
House of Yes
The Last Supper (1995)
Frisk (1995)
Coldblooded (1995)
Lewis & Clark & George (1997)
Reckless (1995)
White Reindeer (2013)
The Music of Chance
2 Days in the Valley
It's not so bad as long as you can keep the fear from your mind.