Fight Club: An Empire

One thing that confused me in Fight Club was the insane cult following that develops. I understand that these people enjoy the fights and want to keep coming back for more, but I don't get how Tyler turns this into an insanely devoted group of people. He develops multiple fight clubs across the country, which it seems like more and more people sign up for. Why does he create Project Mayhem? What does this have to do with fighting? We see the best example of this at the police office, when Tyler turns himself in and is being questioned about what he knows. When the chief leaves, the other three officers all come to cut his balls off, because that's what they ordered. Even when he tells them not to do it, they say he said he would say that, and they try to do it anyways. They see him as such a supreme being that not even he can stop them from doing what he says. To me, this makes no sense. I understand that it makes for a good movie, but I can't imagine how he could possibly accrue so much power.