MAASTRICHT, the Netherlands — Exploring the Bonnefanten Museum’s David Lynch retrospective here, “Someone Is in My House,” one starts to conjure an image of Mr. Lynch’s hands: They must never stop moving.

The American filmmaker known for macabre, enigmatic films such as “Eraserhead,” “Blue Velvet” and “Mulholland Drive,” as well as his recently revived hit 1990s supernatural crime TV series “Twin Peaks,” seems to have a manic creative drive that has compelled him to explore every conceivable form of art: paintings, lithographs, black-and-white photographs, drawings, comics, collage, sculptures, stop-motion animation and even anthropomorphic design lamps.

“Yeah, I love to work,” Mr. Lynch said in a telephone interview from Los Angeles, where he lives and has his studio. “Every medium is so beautiful but each in their particular way, and you learn about them by getting in there and working with them and talking with them.”

More than 500 of Mr. Lynch’s artworks are on display in the sprawling exhibition, which runs until April 28 and coincides with the Tefaf Maastricht art fair. A smaller version of the show will travel to HOME, a cultural center in Manchester, England, where it opens July 6.