I decided to watch this after seeing it on Ebert's Great Movie list. It's by the same guy who directed The Discreet Charm of the Bourgeoisie and it's just as surreal. Similarly, it revolves around class and food. While in Discreet Charm the characters never get to eat dinner, in this film they get to eat but can never leave. No explanation is needed or given. They're just stuck at the party for several days.
From the original article:
The dinner guests arrive twice. They ascend the stairs and walk through the wide doorway, and then they arrive again--the same guests, seen from a higher camera angle. This is a joke and soon we will understand the punch line: The guests, having so thoroughly arrived, are incapable of leaving.