I mean, watch the other films those directors have made? Look up Stanley Kubrick (director of Eyes Wide Shut) and David Lynch (director of Lost Highway).
Most Kubrick films are masterpieces. Although his films are all very different in genre, structurally, they are very similar, with his films being split up into little segments. My favourites are (in order):
The Shinning
2001: A Space Odyssey
A Clockwork Orange
Full Metal Jacket
Lynch is also amazing. His film tend to be very similar style to each other, very surreal. If you like Lost High, check out Blue Velvet and Mulholland Drive (my personal favourite). Some of his earlier stuff is really weird and cool, like Eraserhead. Maybe check out his series, Twin Peaks, I couldn't get into it, but people loved it.
Other films that are similar to Lost Highway (not from Lynch):
Lost River
Under the Skin
Only God Forgives (Nicolas Winding Refn is wonderful).
Enemy (Denis Villeneuve, guy is my favourite living director).
I can't do a list like that for Kubrcik, I don't think there's anything else really like him