If you can find it the soundtrack to "Before the Rain" by Anastasia has some beautiful and somber music from Macedonia.
It's not truly a soundtrack as no movie was scored with it, but the Eno/U2 colaboration, "Passengers" was conceived as 8 separate scores, and is certainly worth looking into. Eno's ambient series may be worthy of your attention if you like that kind of music. There is one titled "Music for Films"
Another rare one that is truly bizarre, and for me was one of the most f*&ked-up, weird films I've ever seen (that's on a whole other thread if it's still up) is the soundtrack to the film "Begotten". This pushes the limits of bizarre though...kind of throbbing, and even disturbing music.
David Lynch has certainly produced some eerie soundtracks. Eraserhead is most strange, both as film and score. Every Lynch soundtrack I've heard has been well worth owning, though not all are 'eerie' and 'etherial'. I'd agree on his use of Julee Cruise music on Twin Peaks. I would get her album, "Floating into the Night" which is the essense of her contributions to the Lynch score, but is not the 'official' soundtrack.
Marco