I have just seen both Eraserhead and Mulholland Drive for the first time. Both films contain elements that would be traditionally classified as "science fiction" or "fantasy", but these elements are generally unexplained in the script and could also be considered more hallucinogenic or dream-like.
I know Lynch famously hates being pressured to confirm a specific interpretation of his films, and I suspect he'd be generally uninterested in the question of whether particular scenes "really happened" or not within the context of the world depicted.
But has he ever spoken about what genre he considers these films to be in? Specifically, has he ever addressed whether he considers his harder-to-classify films (i.e. not Elephant Man or Dune) to be science fiction or fantasy?