They don’t make films like Red Psalm any more. They rarely made them then either. In Red Psalm (1971), Miklós Jancsó imagined a corner of a Hungarian field in 1898 in which the forces of revolution were pitted against the uniformed, armed and often mounted might of the establishment. But unlike a regular piece of schlock-heroic agitprop, Jancsó envisions an encounter that is somewhere between a ballet and a debate, a folk opera and a game of toy soldiers.

"Don't expect polish," announced Ivan Fischer apologetically. "Things vill go rrrong. We may start pieces again." The tuba had been turned into a tombola. The percussionists were playing their buttocks. Someone else was blowing a Hungarian didgeridoo. A certain amount of madness was expected from the second Prom, an experimental Audience Choice concert. But the Mahler One of the first Prom? Who knew that that would be equally if not even more outrageous.

When I interviewed the great Hungarian film-maker István Szabó (b 1938) in his native Budapest, he took me on a tour of the city centre on the Pest side of the Danube. On the way we were distracted by a flashy café designed to lure tourists. It was called Mephisto – after the film by Szabó, presumably, which won the Oscar for Best Foreign Film in 1981. “I don’t know if it’s named after the film," he said, "but I think it must be because they have used the same typeface.” Then he added, “I’ve never been in there.”

Looking back over his life, Szindbád admits, “I’ve never loved anybody but my vanity.” After drifting through liaison after liaison, ritualised meal after ritualised meal, he’s come to the end of the road. Zoltán Huszárik's extraordinary Szindbád is an elegiac evocation of a life spent pursuing gratification at the expense of forming any real bonds. It’s also a magical film that was barely heard of outside Hungary until the last decade.

The world tour that the Proms offer this year touches down in no more fascinating musical country than Hungary, with three of its great composers, Liszt, Bartók and Kodály brought into the Albert Hall last night by the ever-stimulating Vladimir Jurowski with his hot gypsy band, the London Philharmonic Orchestra.

A subtly haunting and brilliantly composed photograph by André Kertész lives on as a wistfully memorable image of exile: in Lost Cloud, 1937, a small, isolated cloud drifts we know not where next to a New York skyscraper. Kertész is one of the quintet of Hungarian Jewish photographers who are acknowledged as among the greatest of the last century. Kertész, Laszlo Moholy-Nagy, Robert Capa, Martin Munkácsi and Brassaï are the most familiar among the staggeringly accomplished Hungarian photographers who feature in the Royal Academy’s exhibition Eyewitness.

For last year's Europe Day concert, presidency-holder Spain fielded a Paco Peña showstopper in what's for the past three years been the venue of choice, St John's, Smith Square. This 9 May, the Hungarians' six-month stint yielded not a wow-factor spectacular - for me, that would have been a knees-up with violinist Gaby Lakatos - but instead a worthy and far from dull celebration of the Liszt bicentenary with 13-year-old Ferenc/Franz's one-act opera, Don Sanche.

It was with Mahler’s Opus 1 – folkloric cantata Das klagende lied – that Vladimir Jurowski so memorably launched his role as the LPO’s principal conductor, and it was to this work that he returned last night. Four years on and he asked his audience to consider it within a rather different narrative; in lieu of an arc of Germanic development, moving from Wagner’s Parsifal Prelude to Berg’s Three Pieces for Orchestra, Jurowski instead framed it with Hungarian works from Bartók and Ligeti. While the dialogue between these three exploratory pieces may have been more oblique, Jurowski’s highly coloured reading of the Mahler remained briskly direct.

The great thing about the paucity of Mahler compositions is that, when anniversary time comes, his late-Romantic buddies get to join in. And some of them, like Alexander Zemlinsky in his ravishing Lyric Symphony - being given a rare outing by the London Philharmonic Orchestra last night - sometimes seem to be better at Mahler than Mahler.