Someone mentioned earlier on the thread,
Arkham Asylum: Living Hell. I haven't read it myself, but I have a feeling that it just can't possibly top its predecessor:
Arkham Asylum: A Serious House on Serious Earth
Written by one of the three Comic Gods (including Miller and Moore) Grant Morrison and illustrated by Dave McKean (worked on Sandman and will be more well known for directing the upcoming Mirrormask).
Before this, I thought I had a preety sick mind and nothing could possibly disturb me. I read this, and was proven wrong. There are some truely frightning moments, but, I'm getting a little far. Here's the story.
The lunitics have tanken over Arkham Asylum. They've taken hostages and the police are trying to negotiate for their safe return. They've been given many things in exchange (mostly crazy things like furnature and stuffed animals)--but they have one last request: Batman. In Arkham Asylum with the rest of them. Batman agrees, and puts himself in the madhouse, and has to play the inmate's demented games...
Also, in-between the narrative with Batman in the Asylum, we learn the origins of the Asylum. We see it's creator, Amadeus Arkham, convert his old childhood home into an institute for the criminally insane, and how he becomes one of it's first occupants...
Like I said before, this is a very dark and disturbing tale. It truely is a gothic fairy tale, one practically stained with blood and insanity. Batman is at his most deranged and out-hinged. Going so far as to mutilate himself just to keep himself from permantly spacing out.
It's also Batman's villians at their best/worst. Dave McKean's vision of The Joker, combined with Morrison's demented writing style, makes one of the most frightning version of the character yet. Mad Hatter is written spectacular as well, showing one of the main themes of the book ("The Asylum is a looking glass, and WE are YOU."). The most surprisingly amazing addition is Maxie Zeus. Morrison made him extremely facinating and it's a shame he's only in there for one scene.
Another cool thing is the explanation of the character's insanity. Joker is diagnosed with a neuratotic disorder, like Torette's Syndrome, who makes himself each day. The way that the doctors were trying to cure Two-Face is a genius way as well. Even Batman's motivations are explained in an amazing new way ("There is nothing to hold onto. No anchor. Panic-stricken, I flee. I trun blindly through the madhouse. And I cannot even pray. For I have no God.").
Get it. Get it NOW.