You might like Stalker, though its largely thought provoking because its quite a slow moving story with occasional philosophical bits. Just make sure you have time set aside to watch it all the way through without getting distracted. 2001 has kind of a similar style
Blade Runner is quite thought provoking. Spoilers ahead, don't read if you haven't watched it The whole film is quite thought provoking, but when you think of the clues that suggest Deckard is a replicant it makes it even more so
TBH I'd read anything by Philip K Dick if you want that type of thing, or maybe get audiobooks if there are any
Oh, also David Chronenburg did some weired films. Naked Lunch, Videodrome etc.