Seeing as I have a tendancy to dislikeand viently criticize film versions of books I like, I'm tempted to say every book I own. Although, being serious, probably The City Of Dreaming Books by Walter Moers. Not because it's overly wierd ( alright, it is wierd but that's beside the point) but it's about a talking dinosaur so everyone would assume it's for kids and not watch it.
And that would be tragic.
Another unfilmable book: the dictionary
Also, I agree with whoever mentioned The City and The City