My favorite markov experiment was feeding it the works of Nietzsche from Project Gutenberg. Really brought out the late stage syphilis, but was still very distinctly Nietzsche.
I love messing with Markov chains, and before Reddit dunked their API, I would feed my Markov chain comments from NSFW subreddits and political subreddits at different sample sizes. I would spend ages just watching it whiplash about some political topic and sampling thirst comments.