At the Sundance Film Festival last month, I marvelled at the daffy brilliance of Guy Maddin’s “The Forbidden Room,” a cavalcade of interlocking stories based on supposedly lost films where banana vampires terrified damsels, trapped submariners ate flapjacks so they could suck on the air bubbles in the batter, and there was no situation so dire that it couldn’t be solved by a nice hot bath.

And yet, while “Forbidden Room” is wonderful, I think I’ll always consider his “docufantasia” “My Winnipeg” to be my favorite. Maddin’s delightful weird and achingly personal ode to his Canadian hometown mixes truth and fiction  like no other film I’ve seen. The Criterion Collection just released the film on DVD and Blu-ray last month, loaded with great features.

The conceit is that Winnipeg is not just a cold, boring town in the Canadian plains, but a hotbed of intrigue, betrayal, eroticism and villainy. As a Maddin-like character escapes the city on a slow train, his fevered brain roams free over the tall tales of Maddin’s imagination. There’s the downtown department store, whose upper level is frequented by the city’s hoi polloi, dining on orange Jell-o and betting on salacious “man pageants.” There’s the old burned-down hockey arena, where elderly ex-players gather in the dead of night to play among the ruins. And there’s Maddin’s house, which he recreates to an obsessive degree, hiring actors to play the members of his family and re-enact the key events of his life.

It’s all a gag, but there’s a truth in the gag that cuts deeper than a standard documentary could. In the hourlong interview included on the disc, Maddin calls melodrama “truth unbound, not truth exaggerated,” and all the bizarre flourishes in “My Winnipeg” adhere to this maxim. Just to underscore the point, some of the strangest stories in the film are actually true, such as “If Day” during World War II, in which 5,000 Rotarians dressed up as Nazis and seized the city, trying to encourage the citizenry to buy war bonds.

As a native of the fellow Canadian prairie town of Calgary, “My Winnipeg” is close to my heart. There’s something about the way he invents a narrative of mystery and romantic ominousness for his snowbound hometown, a city that the swells in Toronto and Montreal probably sneered at, that’s magical and poignant.

Maddin was in Madison last February presenting the film, and he said the experience of making “My Winnipeg” letting him go deep into his own childhood memories in a way that tamed their power somehow.“Somehow these various objects, and my ability to remember them in dreams, really became important to me,” he said. “I really tried to make sense of my feelings and eff the ineffable.”

The Criterion edition includes four “cine-essays” on various bits of “Winnipegiana” that Maddin couldn’t fit into the movie, as well as five short films he made. The best of these, “Only Dreams Things,” is an experimental film using footage that Maddin’s older brother Cam shot as a boy, before he died at the age of 12.

Like in “My Winnipeg,” he takes these familiar images, twists them and bends them and pushes them beyond their ordinary limits, and creates something strange and terrifying and wonderful in the process.