I think I may have mentioned DHMIS before, but now that the series has finally hit its official final episode it's worth another pointer.
Don't Hug Me I'm Scared is hard to describe -- I guess I would summarize it as Sesame Street Meets Brazil (on LSD). Technically it's very Muppetoid, and the videos start out chirpy and pseudo-educational on topics like "Ideas", "Computers" and "Dreams", but bear with it: each episode gradually gets weirder, and by the end of the series the whole thing is a fuzzy Kafka nightmare.
Arguably NSFW, not due to sex or anything so much as sheer WTF, and it's a bit hard to say whether it *means* anything, but it's weirdly fascinating. Half a dozen short episodes, totaling half an hour or so, recommended for those who like an occasional dose of High Weirdness and trippy horror...
I then tried to describe it to Marsy and went with "Sesame Street directed by early David Lynch" (not too far off from your "Brazil" comparison).