I would have to say two ! 2001: A Space Odyssey , which was good but confusing and the other would be Eraserhead! Couldn't even figure that one out,
The Woman in Black. Only because of the ending. It's a great movie imo! The ending is so confusing tho! I want to know why the woman killed Daniel Radcliffe and his son (I forget the name) he had helped her get her son back and she killed him! I'm wondering if it's because she wanted him to be happy and see his wife or she's really that cold hearted.
The Matrix...
Space odyssey and west world
Two (well, four, really) that I'd have found very confusing if I hadn't read the books first were, "Rosemary's Baby" and the three movies that made up "The Millennium Trilogy".
Rosemary omitted (or failed to emphasise) a lot of the necessary cues, and the producers of Trilogy tried to fit too much material into three standard-length movies.
Inception.
Primer (film about time travel)
Gone Girl. After I watched the movie, I read the book and the ending in both was done on purpose by the author. Totally sucked. So, I picked up another book by the same author and she has done the same thing with the endings.
The Usual Suspects
Inception with Leo.