For me, listening to Jeff Buckley's album "Grace" in the middle of the night, all lights out, is always an otherworldly experience.
Also literature never fails to submerge me in weird and fantastic worlds. Some great reads are Edgar Allan Poe and the novel Jonathan Strange & Mr. Norrell by Susannah Clarke.
Two films I highly recommend are The Wristcutters and Cashback. Another movie that feels like a dream is Bringing out the dead.