Russian Ark, perhaps? (The whole film's on YouTube, too.)

This was exactly, but exactly, my experience watching the international version of the pilot (which was, in Australia in the '90s, the only version available on VHS).

So, for those who don't know: the international pilot has a whole bunch of new scenes added to it, so that it could ostensibly be released as a standalone feature film in the event that the show didn't get picked up. So in this version, BOB is an actual flesh-and-blood guy who is living in the bowels of the hospital, and at the end of the pilot Dale, surrounded by the rest of the task force, shoots and kills him. Then we get a title card reading "25 YEARS LATER", and we get the Red Room scene from Ep 4, and then the end credits roll over the Little Man From Another Place doing his dance.

It makes no sense. At all. And I, with the confidence of being about 13 years old with no internet access to prove me wrong, just thought "Oh, okay. Well, that's just how David Lynch rolls". And I accepted it! Went on to watch the rest of the show, somehow mentally reconciling the fact that absolutely nobody seemed to recall BOB living in the bowels of the hospital, or ever mentioned or even alluded to the fact that they'd all seen Dale kill him! (In hindsight, I feel this actually prepared me quite well for the narrative style of The Return.)

I mean - as I alluded above - a big problem with the show was that it was conceived as "Hamlet, With Bikers", but then wound up serpentining off into a million other directions. This eventually made the characters who were most integral to the Hamlet storyline - namely Clay and Gemma - no longer relevant to what the show had become, and, much as I love Perlman and Sagal, both characters should really have been killed off maybe, I dunno, three seasons in.

(In fact, the show as a whole should probably have only lasted about three seasons. Maybe people would mourn its relatively early passing, but at least they'd remember it fondly.)

Oh God, the Ireland storyline. From the excruciating accents ("Heidy-deidy-deidy lads, I'm Oirish!") and unconvincing attempts to disguise Los Angeles as Belfast, to the fact that not one person watching the show gave a single, solitary fuck about either the weapons deal or Jax's kidnapped baby, that is indeed where the ship well and truly started to sink.

Probably Sons of Anarchy. I stuck with it even after it became clear it would never again hit the heights of S2 - even after >!Clay!< got anticlimactically killed off, effectively ending the show's main conflict and ensuring everything that followed was basically pointless - but I just could not do the last season, in large part because by that point every ep's length had ballooned to about two fucking hours at a time, most of which was musical montages.