I remember reading this David Foster Wallace article about the filming of Lost Highway  prior to the film's release. His amusing definition of "Lynchian" has always stuck with me:
"AN ACADEMIC DEFINITION of Lynchian might be that the term "refers to a particular kind of irony where the very macabre and the very mundane combine in such a way as to reveal the former's perpetual containment within the latter." But like postmodern or pornographic, Lynchian is one of those Porter Stewart-type words that's ultimately definable only ostensively - i.e., we know it when we see it.
Ted Bundy wasn't particularly Lynchian, but good old Jeffrey Dahmer, with his victims' various anatomies neatly separated and stored in his fridge alongside his chocolate milk and Shedd Spread, was thoroughly Lynchian. A recent homicide in Boston, in which the deacon of a South Shore church reportedly gave chase to a vehicle that badly cut him off, forced the car off the road, and shot the driver with a highpowered crossbow, was borderline Lynchian. A Rotary luncheon where everybody's got a comb-over and a polyester sport coat and is eating bland Rotarian chicken and exchanging Republican platitudes with heartfelt sincerity and yet all are either amputees or neurologically damaged or both would be more Lynchian than not. A hideously bloody street fight over an insult would be a Lynchian street fight if and only if the insultee punctuates every kick and blow with an injunction not to say fucking anything if you can't say something fucking nice."