I'm looking for movies that has anachronistic sets. That is when the set design is intentionally from different period than the actual time the story takes place.

Not specifically sets, but...

It Follows (2014) Sets are a mish-mash of time periods. Some rooms look like they're from the 80's, others the 70's. 80's era TVs, no cell phones, cars are older. But one of the characters reads from a futuristic looking clamshell shaped device.

Brazil (1985) Set in the future, futuristic computers, robots, but clothes look like the 1950s, and characters drive 3-wheel cars from the 1950's.

Crimewave (1985) Characters dress from the 30's/40's, big band music. Cars are modern day. Police dress like the 1950's.

Meet The Hollowheads (1989) Surreal mix of futuristic and 1950's sets, character clothing also a mix of futuristic and 1950's.