This might seem a little weird and hard for me to explain, but bear with me, haha. I was checking out movies and books with philosophical concepts, and I came across a list with existentialist concepts. I realized that I've seen/read, and enjoyed, most of the stuff on the list. Problem is, I really don't know anything about existentialism. I've read books Crime And Punishment by Dostoevsky and Fight Club by Palahniuk already. What I'm looking for now, though, is more of an... introduction? To existentialism that basically explains what the theories/beliefs and basics of existentialism are.
I'd also like some more recommendations for books that use the theme of existentialism the way that Crime And Punishment, Fight Club, etc do (in a fictional but.. prominent way).

One more question. I'm looking for basically any deep/philosophical books that really make you think when you read them. I think I've been into the philosophical side of things lately, and this would be a big help :) Thanks!

This is an easy one.

Go to your local public (or school) library. Talk with a reference librarian. He/She will show you the philosophy section and help you choose some basic books on existentialism and philosophy in general. That same person should be able to help you with your "philosophical themes (esp. existentialism) in literature" question.

One of my favorite books and the one I'm currently rereading is Carl Sagan's Pale Blue Dot. He talks much about humans, or planet and our history.
Here's a teaser video:
YouTube - Carl Sagan - Pale Blue Dot (http://www.youtube.com/watch?v=p86BPM1GV8M)
This is classic Sagan narration.

For fiction, Notes from Underground (Dostoevsky)is a seminal existentialist work. Actually it is considered by many to be a milestone in existentialist literature.

The play Waiting for Godot, is another.

As far as non-fiction, I recommend Irrational Man, by William Barret. It's good intro.