WMG / The Adventures of Buckaroo Banzai Across the 8th Dimension

Buckaroo is somehow related to Jerry Cornelius
They're both musician-physicist-secret agent hero types who live in extremely trippy worlds and are implied to have superhuman abilities for no actual reason. There has to be some connection.
http://tvtropes.org/pmwiki/pmwiki.php/WMG/TheAdventuresOfBuckarooBanzaiAcrossThe8thDimension