Waith Raised Hands (Z Podniesionymi Rekami) by Mitko Panov won the Palme d'Or for Best Short Film at the Cannes Film Festival in 1991 (six years after it was made) and has a similar feel to it as the silent 1996 winner from Hunary, Wind/Szel, but is more experimental in its technique and its message. With Raised Hands is set during the Holocaust. The rest you will have to work out for yourself. The Cannes jury seem predisposed to depressing drama from Europe.
It may not be a huge surprise that David Cronenburg has made some unusual short films although his more recent feature films, such as A Dangerous Method and Eastern Promises have been more accessible than earlier films like Videodrome. Making a film about filmmaking, as With Hands Raised, is perhaps not the most original idea in the world. But here Croneneburg has an ageing actor contemplate what it is to grow old and have it documented on film for you before questioning the truth of the image.
It's hard to know what to believe when one first watches Don Hertzfeldt's magnificent and unsettling hand-drawn animation, Rejected. But give it a chance and you will be richly rewarded. It was nominated for the Best Short Animation Oscar in 2001, losing out to Father & Daughter. If you only watch one animation on this site, make it this one... the infuriatingly precocious Hertzfeldt has created several successful animations and serves his country well.
The Letter (La Lettre) by the well-known French director Michel Gondry is not particularly experimental - containing only his usual moments of surrealism - but it's in here now and it stays on the basis of his more experimental works, especially his music videos. In The Letter we find a boy obsessed with the girl he loves but fretting about making a move on her. His brother's exhortations do not help and young love proves a painful experience in the end.