I see people ask this so often it makes me think I need a list so we can trade easily. There are such very different kinds of cosmic and reality-bender and New Weird, and it's all pretty overlappy and subjective. Books that spring to mind for me as sharing a certain something.
- Jeff VanderMeer's Southern Reach series - Weird-place, like some of Mieville; something that reshapes those who enter it
- Premee Mohamed's Butcher of the Forest and Beneath the Rising - Others, Outsiders
- China Mieville - World-bending, especially unusual precepts; overlapping cities, cactus people
- World of Darkness, the Changeling: The Lost RPG - A roleplay system with quite alien fae elements, malleable identity and self
- T. Kingfisher, The Hollow Places, among others - In-between spaces and Things That Wait
- Clive Barker - Hellraiser and the Books of Blood