GUY MADDIN'S "The Saddest Music in the World" is a dream caught on celluloid, or feels that way, with images that are variously grainy, fogged and filtered and surrealistic sets reminiscent of old B-movies, long-ago musicals and the expressionistic films of German directors like F.W. Murnau. There's a little David Lynch and maybe the Marx Brothers in there, too.

The story (which Maddin wrote with George Toles, based on an earlier screenplay by "The Remains of the Day" author Kazuo Ishiguro) is set in 1933 in Winnipeg, where a serenely demented beer baroness called Lady Port-Huntley (Isabella Rossellini) makes a dramatic announcement. She is prepared to pay $25,000 for the country that can produce the saddest music in the world. That's Depression-era money, an enormous purse.

Her contest produces a flurry of applicants, from mariachi bands to Scottish pipers. Also showing up are two brothers. One is Chester Kent (Mark McKinney), a failed theatrical impresario, a slick conniver and the baronness's old flame. The other is Roderick (Ross McMillan), who claims to be a Serbian performer named Gavrilo the Great.

Lady Port-Huntley, it turns out, is a double amputee who is about to get the odd donation of two prosthetic, hollow glass legs that are filled with beer. They are donated by Fyodor (David Fox), a former surgeon who's responsible for her condition. After a car accident injured one of her legs, the doctor (also Chester and Roderick's father) took immediate action and performed an amputation. The trouble is, he cut off the wrong leg. He was then obliged to cut off the injured one. In his remorse, he quit his practice and created the artificial limbs.

Also in the mix: Chester's nymphomaniac lover, Narcissa (Maria de Medeiros), who suffers from amnesia and turns out to be Roderick's long-lost wife. ("I'm not an American," she says at one point. "I'm a nymphomaniac.")

The wall-to-wall weirdness, which includes dance numbers about the San Francisco earthquake, as well as references to the 1914 assassination of Archduke Ferdinand (the killing that led to World War I), shouldn't surprise anyone familiar with Maddin, the Canadian visionary who also made "Dracula: Pages From a Virgin's Diary," "Tales From the Gimli Hospital" and "Twilight of the Ice Nymphs." Here, he has created a spectacle unto itself that seems to be the movie's sole purpose. Sure, there's a narrative, but it's so stylized, arcane and satirical, it's going to take the most committed of art-house audiences to follow it. You're left, as with certain vivid dreams, filled with memorable images but not completely able to account for what you just experienced.

THE SADDEST MUSIC IN THE WORLD (Unrated, 99 minutes) -- Contains bizarre themes, some obscenity and some violence. At Landmark's E Street Cinema.

Which country has the saddest music in the world? That's what Lady Port-Huntley (Isabella Rossellini) would like to know.