The Malazan Book of the Fallen is easily one of the weirdest- and biggest- of the giant epic fantasy series. There are ten books in the main series, as well as an additional six book side series, a couple other in progress trilogies, scattered novellas- all leading to a reading list 21 books long. They're written by two authors- Steven Erikson and Ian Cameron Esslemont. I've only personally read the core 10 books, so we're just going to talk about them today- but those are still plenty weird.
Most epic fantasy series start you off with an inexperienced character who has to learn about the ways of the world themselves- taking you along for the ride. Malazan has nothing of the sort. You're plopped right into the middle of the action in the first book, Gardens of the Moon. There's a flying city, a deadly siege, demigods, betrayal, and a nigh-incomprehensible (at first) magic system. There's a huge mass of history you have no context for- and it never lets up. This isn't a series that gives you much breathing room. You've got to swim hard to keep up with the currents in these books, which isn't for everyone, but I adore. (Also, Gardens of the Moon is probably the least popular book in the series- I liked it, but plenty of people don't. It's worth toughing out if you don't.)
Even the structure of the series is weird- it's told non-linearly, with three smaller series composing the larger series. The first follows the Bridgeburners, an elite Malazan Empire military unit, as they assist in the conquest of the continent of Genabackis. The second follows the rise of a rebellion known as "The Whirlwind" in the desert subcontinent known as Seven Cities. The third... the third is the weirdest of the three, following a war on a continent cut off from the rest of the world. Eventually, the three subseries combine, but not in the way you'd expect.
As a fair warning, the Malazan Book of the Fallen is a really dark series- much more so than most of the other epic fantasy series I'll be talking about in this series of posts. There's quite a bit of torture, murder, rape, and other gruesome happenings. (Like cannibalism- quite a bit of that in the third book.) It's not gratuitous, but it can be really hard to stomach. The series does take place in a time of serious upheaval in its world, and it attempts to seriously address the consequences of, say, usurping a throne or conquering a city in a way that other series seldom do.
Also, there are undead Neanderthal analogues. So cool.