I think one of the most misunderstood movies of all time is Donnie Darko. This is a movie about a schizophrenic teenager who stops taking his medication and starts sleepwalking. One night while he is sleepwalking a plane crashes into his house but he survives because he was sleepwalking. The rest of the movie is full of strange visions and dark hallucinations.
It can be difficult to interpret this movie because of the many deep and dark scenes. This is probably why it is so misunderstood. I think the movie is about the power of resiliency and ability to overcome the darkest moments in our lives.