These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
A scene with a Japanese Prime Minister agreeing to have a pinky cut off for the energy source... only to have his entire hand cut off. In the Cannes cut, this scene was near the beginning and portrayed the other man as the Baron's business rival and perpetual thorn in his side. Additionally, the lingering look Serpentine gives the severed hand is what makes her first think the Baron is nuts and has to be stopped.
Also, the somehow live-action Disney Acid Sequence where J-Tims lip syncs to "All These Things That I've Done" by The Killers, as latex-wearing nurses dance 40s-style at him. It's a dream that Abilene is projecting into Taverner's head, and is a callback to the graphic novel, which reveals that just before the battle in which Taverner accidentally scarred Abilene, Abilene listened to "All of These Things That I've Done" when he borrowed Taverner's iPod on the helicopter.
That insanely weird car commercial featuring automobile sex. Even Frost, a major character in this supremely bizarre universe, is taken aback by it.
On that note, the shots of elephants fucking. It's supposed to be a Take That at the Republican Party, but its implemented with no context and, again, chose elephants fucking to present it, which renders it as this.
Designated Hero: Boxer Santaros, Martin, and the Taverners are the only good guys. All others are just comic representations of political party stereotypes (i.e. Neo-Marxists are hyperbolic Liberals, and USIdent and the government are exaggerated Republicans).
Ensemble Darkhorse: Jon Lovitz as a stoic, monotone cop. He's the only character in the entirely-against type cast where it's alienating for the right reasons, rather than merely confusing.
Esoteric Happy Ending: Well, most of the characters died in the same explosion. But it's mostly ok, given that among them were the Antichrist, the False Prophet, and the Whore of Babylon. Depending on how you interpret the characters. In the meantime, the Taverners shake hands, forgive each other/himself, are pimps and thus cannot commit suicide, and it's the Second Coming of Christ. The world may still be ending, but Jesus has returned so all is well. Maybe.
The film's characters are parallels of characters from the book of Revelation in the Bible: Boxer Santaros is the Antichrist,the Taverners are the Messiah, Dream and Dion are the Two Witnesses, Krysta Now is the Whore of Babylon, the ice cream truck is the pale horse that Death (Martin) rides on, Pilot Abilene is the Horseman War, Serpentine is the Dragon, and Fortunio is the false prophet.
Baron von Westphalen being behind the neo-Marxists is blatantly apparent early on if you know that "Treer" and "von Westphalen" are Karl Marx's hometown and wife's maiden name, respectively. Apparently, the Baron is supposed to be his descendant.
Bai Ling's character, Serpentine, has a tattoo of two snakes twisting up her spine. In the Vedic religions, Kundalini, or "serpent power", is a metaphysical snake coiled at the base of the spine that gradually goes up towards the head as a person gets closer to spiritual enlightenment. In the graphic novel, she's the one who told Boxer the legend of religious tattoos "bleeding". Guess her religion didn't win the contest, then....
Boxer's nervous tic that looks like him imitating a paranoid squirrel.
"I am a pimp, and pimps don't commit suicide" was ridiculous enough the first times it was used, as justification why Boxer couldn't have killed himself. It becomes flat-out hilarious as the final line of the movie, dramatically repeated as the (maybe?) Second Coming of Christ (maybe?!) ends the world.
A delusional woman, believing she's a character in Boxer's script, jumps a confused Boxer and delivers her character's exposition and cryptic clues to him. Then she puts a gun to her head and announces she'll kill herself if she can't give Boxer a blowjob. ...And gets sniped anyway for her trouble.
The continual refrain of "This is how the world ends. Not with a whimper, but with a bang." Apparently Kelly didn't grasp that T.S. Eliot was invoking irony when he said that, and reversing it just makes it into a Captain Obvious statement.
Squick: There's an animation of two SUVs having sex. And you get to see it in detail. Three times.
...and elephants having sex.
True Art Is Incomprehensible: Some viewers, entranced by the film's incomprehensibility, have admitted being disappointed after reading the graphic novels, which contain so much exposition and grounding they make the whole movie actually rather straightforward.
This was actually done quite intentionally, although (like a lot of the film) the intended effect is not really that clear. In other words, the setup is there but the punchline isn't. Excerpted from an Internet-based article: "The biggest disappointment of Southland Tales resides in its most promising conceit, a cast populated by B-to-D-list celebrities ranging from Wallace Shawn to Zelda Rubenstein to Christopher Lambert. There's a wealth of satirical material to be found in [this] generation's curious veneration of kitsch, and I'd hoped Kelly's cast list indicated a deeper explanation of the connection between pop culture and regression touched upon in Donnie Darko..." (Full article here.)
In an interview, Kelly stated the stunt casting was intended to give the audience some mild comic relief by way of a Hey, It's That Guy! parade. He deliberately cast comic actors and familiar faces as a way of alleviating the darkness of the story.
Also done in-universe, as the Neo-Marxists inform Boxer he was cast as a cop for a "movie" (in truth, an attempt to convince him their plans are All Part of the Show).
Unfortunate Implications: According to Richard Kelly, "Pimp" is a slang for Bad Ass, and refers to veterans specifically as the biggest badasses of all. The intent seems flattering, except he seems completely unaware of the much more common definition of Pimp.