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.
I didn’t grasp the implications of the final scene with Aaron and the workers until I checked the plot write-up on Wikipedia.