For the nameless narrator I'd suggest Chuck Palahnuik's Fight Club.
I can't think of any that I've read off-hand that deal with amnesia.
For the loss of identity I can't think of any books either (except Invisible Monsters, Diary and Fight Club all by Palahnuik. I swear I read books by other authors!) but I would recommend taking a look through the archive at
http://www.newscientist.com
They have several articles about brain injuries and abnormalities and the psychology of it (read a fascinating article about an australian woman who suffered a stroke and then couldn't dream for a year afterwards, there. Gave me some inspiration).
Sorry I can't be more helpful!
Emma