My opinion Vanilla sky(2001) with Tom Cruise, Penelope Cruz, Cameron Diaz and Kurt Russel.
It has so many details, deep philosophy, strange plot and open ending ( What was really happened? Was it just his dream? )
Second place – Eyes wide shut with Tom Cruise and Nicole Kidman… also a lot of details, deep philosophy. Not another pop-corn movie.
third- Lost Hightway (1997) complex plot…
What is your most complicated movies?
memento with guy pierce it is off the change check it out