Ashbery cited Robert Walser (author) in:

Albany Times-Union, 15 August 1999
Times Literary Supplement, 1 December 2000          

In particular, Ashbery has mentioned the following of Walser's works:

Jakob von Gunten (translated by Christopher Middleton)
The Robber (translated by Susan Bernofksy)
Masquerade and Other Stories (translated by Susan Bernofksy)

Jakob von Gunten inspired the film Institute Benjamenta. For more information, see the citation for directors/animators the Brothers Quay on the cinema list.

For more information about Robert Walser, visit:

Chicago Review
(excerpt from Susan Bernofsky's translation of Walser's "The Robber")

Connecticut Review
(translations of Walser's "Lake Piece" and "The Nimble and the Lazy," by Annette Wiesner and Tom Whalen)

Post Road Magazine
(review of Walser's work by Kevin Canty)

CenterForBookCulture.org
(critical essay on Walser by John Taylor, with a bibliography of Walser's work in translation)

Nettime.org
(thread containing Hans Ulrich-Obrist's catalogue text for the 1997 Johannesburg Biennal, discussing Walser and the Robert Walser Museum)