Most of the time, a David Lynch movie only seems odd because he chooses to film occurances that could happen in every day life however sublime they may be. He shows people acting strangely in ordinary environments, which is something we have all done at some point or other. I've sat with friends and discussed goings on and plot theory to all of Lynch's films, but none have hurt my head more than this. A friend of mine said he saw an interview with Lynch where he was asked what on earth Lost Highway was all about. Lynch declined to say - perhaps even he doesn't know. What he did say though, is that every time someone walks into and out of a shadow, a metamorphosis takes place. This happens a lot in the first half, so much so that you wish the characters would just fit stronger light bulbs.
But one thing is for sure, whether it is about reincarnation, mistaken identity, parallel lives, or just being in the wrong place at the wrong time, it is certainly a tour de force on the senses. With the exception of a very eerie scene at a party, not much happens in the first half, and it is not until the arrival of Balthazar Getty that anything really starts to happen. But you have to keep watching none the less. Lynch employs some unusual and out of character camera effects that cast a strange atmosphere over everything, and as for the score, well Angelo comes up trumps again.
What ever you do though, don't put it on if you are feeling sleepy. It is so dark and brooding that you will be in the land of nod in no time at all.
As far as content on the DVD goes it is pretty shocking... not even a trailer, but perhaps the film would be ruined if you did know what was going on, so the absence of a "making of" featurette is welcomed. A commentary would have been nice but I suspect it would have been mostly silence.