Books like Penny Dreadful

When Phineas Poe is enlisted by his old ally, Detective Moon, to find a missing cop named Jimmy Sky, he is drawn into the Game of Tongues, a violent fantasy game played by the disaffected and delusional in the punk clubs, rooftops, and sewers of Denver. With everyone he meets possessing multiple personalities and his own identity slipping away, Poe realizes if he can hang on to his sanity long enough to find Jimmy Sky, he might just beat the game.