Sort of oddly, the source I use for finding movie release dates has only a small handful of movies that opened in September 1986.
The most significant release of the month must have been David Lynch's weird and wild Blue Velvet, a story which begins by showing us a nice normal suburban American neighborhood with white picket fences, and then has our hero discover a severed ear in a grassy field. That ear only hints at the thematic darkness beneath the surface that would become a hallmark of Lynch's work. It contains one of the late Dennis Hopper's greatest performances, as well as excellent work from Isabella Rossellini, Laura Dern and Kyle MacLachlan.