Funny no one mentioned Paolo Di Canio, genius of a player, but eccentric as hell, Once famously stopped playing when he saw an opposition player down injurred, and he was one on one with the keeper as well! Also famour for the shove on Paul Alcock in which you'd see the most theatrical dive ever, by a referee.
As seen here.

In his West Ham days, Harry Rdknapp used to describe him as scary, apparently, he'd come in to training in the morning and went like "Arry, I don't feel good" (put on your best Italian accent and you'll get the drift). Harry would give him the day off. AS Harry puts it, he doesn't want Paolo going into training kicking everyone, as he wasn't in a good mood. Harry explained it as "I don't know what happened, perhaps his wife didn't cook his favourite pasta or something, but boy when he turns up with that kind of look, I'd give him the day off as I don't want him punching my players out".

Absolute mad guy, also famous for his facist salute in Lazio.

Another thing about Gazza, once he turned up to a pub after playing for England in his full England kit, shin pads as well as boots!!!

Also, during one of the world cup, the British station had all the England players do a clip of them mouthing their own name as a "smart thing" to do, so when they introduce the players or feature the players in their program, they can use the clip, Gazza being Gazza, mouth over a swear word (which I believe is dumb C***) and the TV station had to put up with that for the rest of the world cup.

There are too many crazy things that Gazza did, he need his own thread for all the things he did. 

you have to do some degree of searching but their stories are well worth the read. there is a book out on them as well.