Went to Coney Island on a Mission from God Be Back by Five (1998)

Two young men who have been friends since early childhood decide to go on a trip to find a third friend who has long since disappeared Stories they have heard indicate that the friend has been seen in an apparently rambling incoherent state at Coney Island Their trip leads them to a number of adventures involving the otherworldlike life at the Park and revelations related to their own pasts including the death of ones sister a failed past relationship financial failings and alcoholism