Robert Collins lists his top 10 dystopias in The Guardian: "re-inventing the present is sometimes the only way to see how bad things already are."
I've read 6 of them (yes, Auster is on the list), and am familiar with a 7th (Planet of the Apes) via its film incarnations.
In university, my very favourite course was the one on utopian but primarily dystopian literature. Our reading list (with wikipedia links for overviews):
Utopia, Thomas More (1516) (text available online)
Erewhon, Samuel Butler (1872) (text)
Looking Backward: 2000-1887, Edward Bellamy (1887) (text)
News from Nowhere, William Morris (1891) (text)
Herland, Charlotte Perkins Gilman (1915) (text)
We, Eugene Zamiatin (1920)
Brave New World, Aldous Huxley (1932)
1984, George Orwell (1949) (text)
The Dispossesed, Ursula K LeGuin (1974) (I never made it through this one; in truth, I barely got started.)
Woman on the Edge of Time, Marge Piercy (1976)
The Marriages between Zones Three, Four, and Five, Doris Lessing (1980)
The Handmaid's Tale, Margaret Atwood (1985)
Of these, We was my favourite, for doing what I'd been unable to do at university, combine math and literature. Bellamy interested me for the detail of his vision (communal umbrellas deployed over sidewalks at the first hint of rain). The course also introduced me to the work of Doris Lessing, which inspired... something.
Why do I love a good dystopia, book or film, so much? I've always been prone to catastrophizing, imagining worst cases. I need to know all possible consequences.