I thought I'd list out some places one can poke around for ideas about characters. This is by no means an exhaustive list... just some stuff I stumbled across.

Canon

This game is based off the book A Night In The Lonesome October. Though I don't consider it to be as canon as the main book, Neil Gaimon wrote a sequel that appeared in a tribute to Roger Zelazny called Lord of the Fantastic. Below are links to buy these books from Amazon.com.

Weird Science And The Like Urban Legends Critters and Spooks