EVEN by David Lynch’s weird standards his latest thriller is an exasperating stretch. For three chilly hours we shadow a small cast of artists and prostitutes as their identities are deliberately blurred in one of the most impenetrable films ever made.

The character played by Jeremy Irons is trying to shoot a psychological drama about love and terror in some sort of crazy labyrinth but there’s something deeply wrong with his script.

The last pair of actors he hired to play the lead roles ended up being gored to death with a rusty screwdriver. He is suitably apologetic about this bizarre mishap. But the omens are not exactly promising for the new replacements, Laura Dern and Justin Theroux.

It appears that the film script has a Machiavellian life of its own. An increasingly hysterical Dern is pursued from one fraught scene to the next by a queue of assorted creeps. Shot for the most part on digital video, Inland Empire is a medley of deliberately blurred faces and grainy handheld action.

Some of the scene-setting is technically quite brilliant with actors in character watching themselves on screen playing other mysterious roles. The sense of being trapped and devoured by your own film creates an atmosphere of claustrophobia.

But the story is hopelessly lost in surreal mazes and pointless dead ends. There’s no telling where doors will lead. One opens inexplicably into a Russian village; another on to the seedier end of Hollywood Boulevard, where streetwalkers ply their trade.

Dern is no stranger to Lynch’s bizarre universe. She starred in Blue Velvet (1986) and Wild at Heart (1990). Yet her bedraggled performance is swamped by Lynch’s impulsive tangents. The only consistent element is a string of heart-stopping fright moments that reach out and rudely clobber us with ear-splitting shrieks.

Few directors can touch Lynch when it comes to experimenting with form. The best example here is a spooky family of giant grown-up rabbits played by stage actors who deliver non sequiturs to an empty theatre auditorium. The absurdity is deeply unsettling. But so is the wilful refusal to explain a single motive or frame. “I don’t know why people expect art to make sense when they accept the fact that life does not make sense,” wrote Lynch by way of introduction to his latest film.

Surely, if the director himself doesn’t have a clue, what hope for his baffled fans?