I would second all of the above plus
Simon R. Green's Nightside Series
The series itself takes place in a fictional inner city area of London known as the Nightside. The Nightside experiences perpetual night ("it's always 3am"). The Nightside itself is contained within London, yet is significantly larger than London itself. Though access to the Nightside is hidden, it does experience a steady stream of tourists from the "normal world".
The series' protagonist John Taylor describes the Nightside as "a place where dreams come true and nightmares come alive. Where one can buy anything, often at the price of your soul... or someone else's. Where the music never stops and the fun never ends". Numerous seemingly impossible services or goods are available such as albums from alternative time-lines (e.g. a live Mama Cass concert from 2003), a business where customers pay to be possessed for a brief period of time "just for the kick of it," and a drug called Revert which causes users to temporarily devolve into a biological ancestor (e.g. a Neanderthal).
A recurring feature in the Nightside is the appearance of "timeslips", locations where the Nightside collides with another part of space and/or time, and sometimes with a completely separate, alternate timeline as well. A number of characters identified within the series are "refugees" displaced by timeslips. The appearance of timeslips is generally, though not always, unpredictable and unplanned.
The Nightside is overseen by The Authorities, a committee whose members are largely unknown which makes rules, policy, and decisions concerning what is allowed to happen within the realm. The Authorities' decisions are enforced by their Agent (or "The Man"), who among other equipment and abilities is given The Voice, a way of issuing vocal commands which no human can refuse. At the beginning of the first book this position is held by Walker.