Pyramid Texts
My Life in the Bush of Ghosts
The Secret Teaching of All Ages
corpus hermeticum
A warning for England, especially for London, in the famous history of the frantick Anabaptists; their wild preachings and practices in Germany
The Visions - Zosimus
Chongyang Quanzhen Jihttp
http://www.sacred-texts.com/
Secretum Secretorum - Pseudo-Aristotle
Hermes Trismegistus
Paracelsus
Sédir
bardo thödol
The Manuscript Found in Saragossa
gormenghast
i have the right to destory myself young-ha kim
the other side of the mountain michel bernanos
Piano Stories
The Four Lords Of The Diamond, Jack Chalker

Meirnik Dossier, Last Supper, The Secret Lovers, Old Boys, Charles McCarry

Deathbed Playboy, Phillip Dacey

Lulu In Marrakech, Diane Johnson

I Was Amelia Earhart, Jane Mendelson

Recollections of the Last Days of Shelley and Byron, Edward Trelawney

Children of the Thunder, John Brunner
Beware of Pity - Stefan Zweig
The End of the Road - John Barth
https://en.wikipedia.org/wiki/Novel_with_Cocaine
Alberto Laiseca
Jerrold Katz
Zone by Mathias Enard
Marabou stork nightmares by Irvine welsh.
max heindel
Things Kept Secret From the Foundation of the World

The Rosicrucian Mysteries: An Elementary Exposition of Their Secret Teachings by Max Heindel

Semitic Magic Its Origins and Development by R. Campbell Thompson

A History of the Colonization of Africa, by Alien Races by Sir Harry H. Johnston

Daniil Kharms - anything by him
Nathalie Sarraute - Tropismes
Leonora Carrington - The Hearing Trumpet
Marcel Schwob - Vies imaginaires
Francis Ponge - The Soap (and any other of his short prose poems about things)
Julien Gracq - Le rivage des Syrtes
Alfred Jarry - Dr. Faustroll (the actual title is too long for me to type on this shit phone)
Max Blecher - Adventures in Immediate Reality
Henri Michaux - there's a collection of short texts in English, I forget the title
Raymond Roussel - Impressions d'Afrique
Gellu Naum - Zenobia
A.G. Rizzoli: Architect of Magnificent Visions
Adolf Wölfli: Creator of the Universe
Charles Dellschau
Charles Williams
Codex Seraphinianus
man into wolf
Récoltes et Semailles
Journal of Albion Moonlight
http://www.ubu.com/historical/wolgamot/wolgamot.pdf
leedskalnin
Maybe Julian Jaynes

Look into Colin Wilson -- specifically his Occult and Beyond the Occult books, for a THOUSAND recommendations on this (Fortean) note, plus the bits of intellectual biography that make them truly interesting (IMHO) by showing how their bizarreness was usually rooted in their strange esoteric philosophical inclinations

Similarly on that note, Arthur Koestler's lesser known stuff

Lord Dunsany's fiction
The City In The Image Of Man by Paolo Soleri
 Walafrid Strabo.
Pistis Sophia
Sigrid Undset
di Benedetto
JM Synge
Bartol
Tournier
White Chapel, Scarlet Tracings by Iain Sinclair
any essay collection by Christopher Morley
felipe alfau
Milkbottle H
Nog
Terra Nostra
Miss Macintosh, My Darling
The Man Without Qualities
H.D. - Helen in Egypt
Stories From Ancient Canaan (Ugaritic Texts with analysis)
Brian Catling - The Vorrh (haven't finished this yet, but i like it so far)
Sumita Chakraborty - Dear, beloved