What is the name of this movie?

There is a man dressed as a clown in a clock tower. I believe he was hiding from the police from what I remember. He smokes cigars and is sitting around a table with some creepy puppets. At some point one of the puppets speaks to him and yells, “No!” I believe the man was hallucinating. I remember he ends up on the roof aiming his gun  at people. It was a strange movie but it is bugging me that I can’t remember the name of it.