Recommend any other works of fiction?
What type of media? Like if you were into comics, I'd say The Watchmen would be good.
Sadly, the closest thing on tv we've had to Twin Peaks, in recent times, has been Lost. Though there were some other shows at the time that tried to borrow from TP, like Eerie Indiana, Wild Palms, and the remake of Fantasy Island.
Randomly, this is an online comic series that I plan to put out one day, which is my dedication to Lynch. ;)