For those curious what a Jay McInerney x David Lynch collab might look like, well...here it is.
David Lynch's Hotel Room. Never available on DVD, out of print on VHS, but here, now, on SF. (And YouTube).
This aired on HBO originally, in '93, I think. Three stories, six decades, one hotel room. Written by Barry Gifford (Wild at Heart, the novel) and Jay McInerney (Bright Lights, Big City, the novel) and directed by David Lynch and James Signorelli.
You'll probably want to fire up those YouTube downloaders, as well.