I was just wondering whether any UK-based boardies had been to see the latest Punchdrunk production, The Drowned Man, which is playing in London at the moment? I only ask because the show has many themes and similarities in common with a lot of Lynch's work, but particularly Mulholland Drive.
The show is a non-linear "promenade performance", by which is meant that all 4 floors of the building have been turned into the "set", with audience members free to roam around, interact with the props, encountering acting and dancing sequences along the way which make up the story. The audience are compelled to wear white masks throughout the performance to distinguish them from the actors, which also gives every scene a very eerie feeling. The show is roughly set in and around a 50s era Hollywood film studio, hence the stylistic links with MD, as well as the themes of dual identity and power being present.
I can't recommend the stuff that Punchdrunk do highly enough, and if you're a member of this board and can access the vicinity of Paddington Station before the end of the run in December I urge you to go and experience it for yourself