Brain Damage (1988)

A normal, average guy who lives in New York City becomes dependent on an evil, disembodied brain. The brain feeds the guy a narcotic substance in exchange for his unwilling assistance in obtaining the brains of innocent victims for sustenance. This turns into a tour of circa-1980s underground NYC clubs, backlots, and other seedy locations. One scene features the band Swimming Pool Cues playing the song "Corruption."

More info: IMDB