Inspiration

There is an intresting short story called "where are you going, where have you been" by Joyce Carol Oats, intresting depection of a Gentry and an attempt to con an unwitting young girl into a pledge.... (when you read it, think of the guy as Satan, and the other body in the car as a zombie like figure)

Brothers Grimm. Not quite as dark as Pan's Labyrinth but great if you want inspiration on how to treat the Hedge. Also, some of the 'classical' fairy tales make an appearance, although not quite the way you remember them.

I really loved Stardust, by Neil Gaiman. It perfectly describes how I imagined a goblin market going down, and the ways things work over the wall would work for fae magic whether in Arcadia or in the mortal world.

Particularly, trading a memory for a charm in the form of a glass flower is brilliantly fae.

I think a Babylon candle would make a great token too.

Fables - look it up.  The comic series is fantastic.  The Adversary, initially, can sound like one of the Gentry. 
Tinman - The limited three partner nicely touches on the Wizard of Oz in a different light.
The Looking Glass Wars - is a great example of how the Myth and Reality don't exactly match but work.

The show The Lost Room also gives great ideas for Tokens.

As does the show Warehouse 13.

Read all of Sandman- very good but not really Changeling enough- sorta.
Hahaha- Hellboy 2- I was talking to people after I watched that- wondering how the Hellboy crew weren't brought up on charges for plagerism- hahaha- whenever I try and explain to people what Changeling is- I say just watch Hellboy 2 it is pretty much exactly that.
I have seen almost all of those movies and such- except Mirrormask- I keep falling asleep in it...

Fables will be the next thing I pick up- I have heard alot of great things about it from different people. Thnx again!

Another place I find inspiration for Changeling--- Magic the Gathering cards- the art has come along way. and the commons are very cheap.

Hivemind:

Another place I find inspiration for Changeling--- Magic the Gathering cards- the art has come along way. and the commons are very cheap.

I haven't played that game in at least 12 years or so.

But if memory serves the Lhurgoyf might make a good wisp.

Yeah I played it way bad in "The Dark" and then stopped in "Homelands". Later I got interested again for the "Kamagawa block" but after a while it is all the same- net deck after netdeck...But thepoint is true for me- the art you can get from these cards can make great Monsters or Titanspawn or Fae or Pandorians...

It might be a bit of a stretch, but visually Alan Moore's League of Extraordinary Gentlemen would certainly fit the bill. A world where figures of popular culture actually exist, but often as more tormented and contradictory characters than they originally appeared (Allan Quatermain as a laudanum addict, Wilhelmina Murray steeled by her experiences before her divorce from Jonathan Harker, Captain Nemo as a violent technological genius and so on and so forth). Particularly the Black Dossier and the newly-published Century expands into the realm of the mystical and supernatural.

There is also an upcoming Alice in Syfy which gives the Alice in Wonderland story a much more modern push.  Check it out.

Also, not a story per se, but since you mention random artwork (ie. Magic cards), this might be of use as well.  I've been collecting random stuff off the internet that might be inspirational for various RPGs.  The Changeling: the Lost portion can be found here.

Bruno Bettelheim - The Uses of Enchantment. The Meaning and Importance of Fairy Tales
if you get a chance to read it - do. It's wicked.

Peter K.:

On the other hand Gaiman's Coraline does seem to fit the C:tL model of Gentry pretty well (though Coraline herself might be "fae touched" rather than a true Changeling).

Seconded. Seconded all the way. In fact, I think you could actually run Coraline in Changeling without changing a single element or rule.

Another excellent example is Mirrormask, also a Gaiman movie. It has the "stolen to Arcadia while someone else takes your place" thing down pat, along with lots of weirdness and a powerful but limited, evil/caring Gentry figure.