For anyone with an interest in the outer limits of British cinema, the BFI is very much the place to be this month – because there the curious can find already under way a season devoted to the films of the maddening and entrancing Nicolas Roeg. As a retrospective it works perfectly, offering the chance to see, say, the sad sweep of Walkabout or the giddy head-trip of Performance as they were meant to be seen, giving space to the less-celebrated likes of the almost-lost Eureka and Oedipal psychodrama Track 29 – and offering a clear overview of its subject's career trajectory.

In the case of Roeg, that's as intriguing as it is erratic; and a story in which among the few constants is a fascination with matters of the flesh. For Roeg will forever be associated with sex, at least in part because of his role in what's routinely hailed as cinema's greatest sex scene – the drainingly intimate bout of clawing and clinging shared by Donald Sutherland, Julie Christie and their director in Don't Look Now. As Peter Bradshaw wrote here recently, the whole film is stuffed with imagistic riches, but it's impossible to picture it wielding nearly as much power without that rarest of things – the sex scene that strikes a wordless nerve in everyone who sees it.

But before the coupling of Sutherland and Christie there had, of course, already been the kink of Performance and the stark comings-of-age of Walkabout with its famous pull on the libidos of a generation of adolescent boys. After, every bit as indelible, came The Man Who Fell to Earth, a deeply melancholy film with a strange and genuinely beautiful sex scene between David Bowie's stranded alien Newton and Candy Clark's hotel maid Mary Lou that replaced the fierce heat of Don't Look Now with an existential ache and plenty of gunplay.

And then there was Bad Timing, the apex of Roeg's experiments with fractured storytelling, and by some distance the least erotic of his sexual adventures. For me at least, the notorious rape of Theresa Russell (later to become Roeg's wife) was actually rivalled for discomfort by his intercutting of her in the throes of ecstasy with scenes of her bloody throat operation – a vastly unsettling spin on the way Sutherland and Christie's shag had been juxtaposed with their post-coital selves dressing for dinner that would have certainly encouraged backers Rank to run shrieking from the prospect of distributing the film.

This was also the point in Roeg's career when the world would begin to stop watching. From here, his professional status would dwindle dramatically, his projects finally all but vanishing off the radar – although in a Roeg movie there would always be something interesting going on and it was often something procreative, whether the voodoo orgy of Eureka or the gynaecological detail of his last film, 2007's Puffball. But while I wouldn't dispute that Roeg's back catalogue is capable of leading you down some hugely frustrating back alleys, I do also wonder if the question mark that hangs over his reputation has been put there to just a degree by his fondness for explicit (and yes, often unshakeably weird) portraits of sex, and the confusion that still seems to surround the very place of sex in the movies.

Because it sometimes feels as if any director showing too much interest in the old in-out risks being seen to bring with them a whiff of something musky that makes them a little smaller as a film-maker. You can blame that on the likes of Roman Polanski's farcical Bitter Moon, but it's not been helped by some of the other movies Roeg would inspire – the feverish curiosity around whether the sex in both Don't Look Now and Performance was real being answered in the modern age by the much-less-interesting-than-you'd-imagine vérité nookie of Intimacy and Nine Songs, or The Brown Bunny, in which Vincent Gallo exploded his directorial career while being attended to on camera by Chloe Sevigny. Attention-seeking one-trick ponies, that lot don't make for much of a legacy.

But on the few times in recent years when a sex scene has elevated the film it's in rather than just overwhelming it, you can always discern the hand of Roeg – to be specific, the marriage he created in Don't Look Now of the physically graphic with an emotional realism to produce something authentic beyond just, as Pulp once put it, "Oh, that goes in there/Then that goes in there."

For Roeg, a director who was always more at home with images than with dialogue, the sex scene offered him the chance to explore one of the rare human contexts where words really are beside the point – a grasp of storytelling with actors' bodies echoed since in the sex scenes of everyone from Lynch to von Trier to Cronenberg, and most recently the dazzling, harrowing Blue Valentine. If the secret of a good sex scene is to leave us feeling as trembly and exposed as the characters on screen, it's a trick Roeg performed first. And you do, so they say, always remember your first.