Books

I think a creative filmmaker could play with that. View the same scene from multiple perspectives, show characters (and the audience) making assumptions and drawing conclusions because they don't have the full story. Maybe you never fully reveal what is actually happening, and let the audience fill in the gaps.

The narrative itself might not be enough to draw out a full mystery, but maybe you delve into the backstory and the supernatural elements at play a bit more. Or maybe it's all drug induced, from the art to the mass hysteria. Maybe the townspeople assign meaning to chaos, and their faith is tested when things don't go to plan.

But you have several interesting characters to explore, none of whom ever have all the information they need to understand everything.