tiggy - If you are not just a "mild" kind of weird fan, I have some recommendations for you 
J G Ballard - The Atrocity Exhibition
Strange and brilliant. Vaguely about the thoughts of a doctor in a mental asylum slowly going insane himself iirc. The book starts with this sentence:
"A disquieting feature of this annual exhibition - to which the patients themselves were not invited - was the marked preoccupation of the paintings with the theme of world cataclysm, as if these long-incarcerated patients had sensed some seismic upheaval within the minds of their doctors and nurses."
If you know of any other books like this, do let me know.
As for films...
Fear And Loathing In Las Vegas with Jonny Depp & Benicio del Toro, about a trip Hunter Thompson takes to Las Vegas with his lawyer/friend. He is a journalist supposedly there for work, but they are both on multiple potent drugs at any given time and their perception of the world is nowhere near normal. If you like weird, you will like this film. No drug experience needed to love the film 
Fur with Nicole Kidman, about the photographer Diane Arbus who was known for her interesting photos of dwarves, transvestites, and others on the fringe of society. I really liked this film and think it's totally up your street.
Naked Lunch directed by David Cronenberg, back when he was edgy and brilliant. It is a sort-of adaptation from William Burroughs' book of the same name. I can't even begin to tell you what it's about without sounding insane myself
You will probably look all your life and not find anything more curiously and brilliantly bizarre than this film.