WARNING: THIS IS SHORT BUT NOT SPOILER-FREE
Last night I watched Mulholland Drive for the first time, on the British Film Institute's main screen.
I think of Mulholland Drive as a film that came out in the nineties (though if it were, it never would have made The Iron Lists' top 100 films of the noughties). However, I wouldn't think of it as a film 'of' the noughties, because I think of David Lynch as an artist in the same category as Samuel Beckett (for better and worse, in both instances): someone who creates from out of a personal world with only oblique connections to what else is happening at the time. Both of Beckett and Lynch draw on cultural touchstones (silent film, in particular, for Beckett, 'Golden Age' Hollywood films for Lynch in Mulholland Drive) but they are intensely personal touchstones, not elements of the general zeitgest of the time.
But having said that, Mullholland Drive has odd affinities to two of the nineties' most decade-defining films, Pulp Fiction and Big Lebowski.
The Pulp Fiction connections (off the top of my head): most obviously, the scene in which the hitman gets the 'black book' looks and sounds like Lynch just invited Tarantino in to take over the direction while he went for a cup of coffee - the seedy seventies feel, the banter, the comedy that comes from accidentally shooting people, it's all there. More broadly, you have the blue box in Mullholland Drive and the suitcase in Pulp Fiction, and the repeated return to the same diner.
The Lebowski connections: The big thing here is that Lynch and the Coen brothers have an incredibly similar directorial style - steeped in a particular sense of Hollywood nostalgia that focuses closely on the unpleasantness, with a fascination with absurd characters who repeat semi-coherent phrases over and over. Both films have a powerful sense of attempting to tease a coherent narrative out of utter nonsense, and both film Southern California in a very similar way. I think there's a lot more to be said about the Lynch/Coen crossover (and doubtless it has been said in many blogs, magazines, and peer-reviewed journals), but I'm out of time.