Lost Highway

Lost Highway is not a film that is meant to be understood with it's first or even second and third viewings. The most basic elements of the movie were easy to understand (husband and wife relationship, affair, murder, etc.), but then Lynch integrates his "clues" for a deeper meaning of the film through discordant narrative, jumpy scenes, flashing lights, and other imagery. I personally believe (from my first and probably only viewing) that this film depicts both a dream like state (imagery) for Fred Madison and an alternate reality. In the alternate reality he of course lives as Pete, perhaps a younger version of himself which he does not realize or has erased from memory. The logic here is applied as his younger self meeting his wife in different circumstances than which he believes to have truly happened simply portrayed in a different manner. The point of the alternate reality is for Fred to try and avoid the circumstances which have led to his wife's murder which are ultimately inevitable. As his wife mentioned in the beginning of the film, "Fred likes to remember things his own way"--the entire film is of course shown as Fred sees it--which is not supposed to be coherent so as to prove Fred's innocence to himself. Robert Blake as the mystery man could of course represent the demons that live inside of us which makes our negative actions assured.