Shade the Changing Man: The American Scream and The Edge of Vision by Peter Milligan
Shade is a strange visitor from another dimension who has come to our world chasing the personified madness known as The American Scream. Wherever the Scream goes, madness erupts, pulling Shade along with it. Sadly, his only ally is a woman named Cathy, reeling from her own madness after the murder of her parents by a serial killer named Troy Grezner. But Shade is inhabiting Grezner’s body, and he’s not entirely sure he’s alone in there.
This story is crazier than it sounds. It is mad and fun and surreal and all sorts of other things, and I loved the hell out of it.