The Prince and Woland from Master and Margarita
Just my two forints. While watching Werckmeister Harmonies I felt a remembered sense of dread; it was the same feeling as I had while reading Master and Margarita. I know Hungary is not Russia and Janos' town is certainly not Moscow, but when we first see (or do not see) the Prince, I thought: he is Woland! The talking shadow is the black magician, the itinerant bringer of doom. And the circus is his evil retinue.
I haven't been able to find any connection between Tarr and Bulgakov though. However, thank goodness that in these times someone in New York can experience both their works.
And wouldn't Hanna Schygulla (especially from the Fassbinder days) have made a great Margarita?