I'm almost done with Penny Dreadful. I've read my share of trippy-ass books, but this may be the trippiest-ass book I've ever read. Now regret not reading the series in order, but I'll definitely be checking the rest out.
Have you heard of Charlie Huston? His Hank Thompson trilogy is what got me into the modern pulpy stuff. It's more straight-forward and realistic than Baer, but they're of the same vein. The first in the series is Caught Stealing. Check it out, if you've got the time.