I think, putting interpretations of the stuff he does that is pointless to interpret aside, all of David Lynch's stuff is really straightforward. Even with his reluctance to talk about the meaning, he confirms all you need to know about Mulholland Drive, for example, when he says "for me, it's a love story.". That story is about a person who feels unimportant being in love with someone they think is very important, and all the crazy/dark/exciting stuff that can lead you to feel. All the 'surreal' stuff - like the cowboy, or mr. roque - is just Lynch having fun in his adding meat to the bones of that. The story makes sense without that stuff, but it being there can help you feel the things that the story can offer you by fleshing out all the feelings of trouble, forces beyond our control, things that don't add up - all that stuff. It's just there for feeling, which is a very common thing for people to say about David Lynch, but it often gets followed up with a criticism about that being all that is there. I don't think it is, I think there is an honest story at the centre of everything I've seen from David Lynch so far, he just tells it in his own way using his own strange tools and that is great. It's alot of fun to watch.
