If I'm not mistaken, Mulholland Drive started out as a TV series, which was later dropped before filming was complete. Believing that was what happened, I've always found it was genius of Lynch to take the TV footage and graft it into the final result, which is very far from acceptable for prime time. You can almost see that point in the story (I haven't watched the film in nearly a quarter century, so my memory may be a little off).