I would second Liquid Sky, it has a similarly disjointed, trippy vibe to it, though it's quite difficult to watch since there really are no sympathetic characters, and the whole affair is rather ramshackle.
Was also reminded slightly of The Stuff, which also has elements of conspiracy and paranoia, and a hero on the run - and it has an equally daft premise.
C.H.U.D and Street Trash are both low-budget films which have a similar kind of grimy charm and 'anything goes' attitude, though frankly they are both very nasty.
He left a note. He left a simple little note that said, "I've gone out the window."