When I first saw "Fight Club" I noticed lots of Zen allusions, however, not as deeply as the essay at the following link. One scene, not mentioned, is straight out of Zen tradition, where those wishing to join the club at the dilapidated "club house" are not allowed entrance in the same fashion as monks desiring to join a monastery are at first turned away as a test of their commitment.
http://www.unomaha.edu/jrf/vol11no2/ReedFightClub.htm