Self-reference (some spoilers)

This is the type of movie that's fun to analyze, because it contains so much self-reference in its structure. One notable example: Most of the vignettes turn out to be dreams, but the one segment which turns out to be "really happening" (at least we're led to assume) also happens to be the most surreal one of them all -- AND it's the part where they're filming a dream sequence.

The angry midget is perfection, and the director's mom showing up on the set is over the top.

All in all, the sum of all the parts of the movie from beginning to end fit together perfectly to make up a perfect whole, and it gives you interesting things to think about while taking itself overly seriously.