Neverwhere

I love books about twisted, alternate realities like The Book Of Lost Things or Darkside. It makes me feel at home. :)
Anyway, this book was written by Neil Gaiman, and it's about a person called Richard Mayhew, whose life turns upside down the day he found an injured girl on the side of the street. And from then on, well...let's just say a whole tsunami of utterly strange and bewildering events crash down upon him, which just proves his point made earlier in the book, which was "events seem to be too cowardly to come alone, they always come in packs, you know, the safety in numbers kind of thing" Or at least along the lines of that. 
From then on, he enters a realm called 'London Below' he meets Old Bailey, Anaesthesia (I always have trouble spelling that) , Mr Croup and- whoops, I'm ruining it for you. You'd better go read this one, especially if you like twisted, alternate dimensions like me.