I've been wondering about that. It looks like modificated Franklin Gothic Condenced (C). But it's not. It's a mix of fonts. Like the film, it's of ideals.

I believe it is a custom font created by the late P. Scott Makela (for the movie)based on Folio Bold Italic.

Here’s the Fight Club Title Sequence by P. Scott Makela.

Awesome! Something tells me they had the budget for a custom font.