It turns out that Mulholland Drive is a reimagining of several other movies. Sorry for all of the external links below, but they're probably the best way to illustrate the comparisons.

  • Like The Wizard of Oz, it features a "dream story" where characters in real life populate the landscape of the dream. The two movies also share similar color palettes and set designs:

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  • There are two women at the heart of both Mulholland Drive and Persona, one of whom is an actress, who seem to fall in love with each other and to merge their identities slowly.

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  • Among other things, Vertigo shares a scene with Mulholland Drive, where a traumatic event triggers a change in a main character's hair color; there are thematic resonances between the two films as well: 

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  •  Without wanting to spoil anything, there are also a lot of female characters posed on a bed in a similar pose building up to a climactic moment for the film:

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This is probably another Hitchcock reference, this time, to Psycho:

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Both movies also feature memorable shower scenes (and, incidentally, No Country For Old Men also features a scene where somebody is murdered in a shower, a Macguffin similar to Psycho's, and another character getting murdered at the top of a staircase. Both of these murders are conducted by a character who is described as sociopathic, much like Norman Bates).