On my legit DVD copy of 'Mulholland Dr.' by David Lynch the entire main film is one continuous video and you cannot skip, fast forward or jump to a particular scene, so you have to watch the whole thing end to end. The directors notes that come with the DVD say this is because he wanted to limit the way people experience the film.

First thing I did was rip it and remove the restriction. Imagine if you bought a film and it refused to play on any screen less than 32" wide...