I have to admit that my experience with Guy Madden is limited to his output from the last decade, beginning with his excellent 2007 "documentary" My Winnipeg. It would be safe to say that the films of Guy Madden are not everyone's cup of tea, whether its his use of outdated filmmaking techniques or the weird and experimental nature of his plots.
The Saddest Music in the World is arguably Guy Maddin's most acclaimed film, with the film having won three Genie Awards for Costume Design, Editing, and Music, with the film also having been nominated for Best Director. The film is presented as if it was shot in the 1930s, with grainy black and white images, which occasionally switches to Technicolor. While it can be easy to decipher the basic story of The Saddest Music in the World, it is also apparent that Guy Maddin isn't really that concerned with the film having a cohesive plot.
Probably the most iconic and notable sequence in the Saddest Music of the World is the climatic musical number, produced by Chester, which has the amputated Helen wearing artificial glass legs filled with beer. This sight is as ridiculous as it sounds and it only scratches the surface of the weird plot elements in the film.
I can understand why many people have great appreciation for the films of Guy Maddin, since they are often technically an achievement. However, I believe that he is best in small doses and The Saddest Music in the World is ultimately a bit too avant garde for me.