Autobiography from filmmaker Bunuel; My Last Sigh, the Autobiography of Luis Bunuel. Translated by Abigail Israel. New York: Alfred A. Knopf. 288 pp. $15.95.

In this deliberately delirious book, Luis Bunuel, the late filmmaker, wonders why a publicity-dodger like him is writing an autobiography in the first place. It's a paradox, he admits. He simply chalks it up to ''the fundamental ambiguity of all things . . . which I cherish.'' It isn't surprising that the grand old anarchist of cinema takes a perverse pleasure in questioning his own book - and shaping that book around digressions, diversions, and nonsequiturs that recall his long association with surrealism. The thread of his life story never gets lost, though, as it passes from his Spanish childhood (which he remembers as nearly medieval) to years of changing the movie world in Europe and Hollywood, and finally culminating in such masterly achievement ''That Obscure Object of Desire.'' Like his films, his personal narrative is sometimes distasteful, often funny, usually unpredictable, and constantly entertaining. But readers looking for clues to his movies will be disappointed: Both on and off the screen, he delighted in mysteries, and always preferred a provocative anecdote to a neat explanation.