Quite a bit actually. Most of Newton's alchemical work has, for the vast majority of history, been discounted due to alchemy being ignored as chemistry's predecessor. What earlier historians of chemistry and historians of the Scientific Rev. often argued was that alchemy had little to do with future chemistry (c.f. Hall's The Scientific Revolution).
Thanks to the Chymistry of Isaac Newton project: http://webapp1.dlib.indiana.edu/newton/, there's been a recent explosion in interest regarding Newton's alchemical work.
You have to recognize that these were not really "quirks" in the context of the time. There were quite a few very talented people (Paracelsus, Boyle, and so on) doing rather bizarre work. Much of Newton's alchemical work was done in secret as it was, the modern research laboratory is really a product of the 19th century German University (see David Cahan's "The Institutional Revolution in German Physics, 1865-1914" Historical Studies of the Physical Sciences 15, no. 2 (1985): 1-65 or Catherine Jackson's work on Liebig). His colleagues, for the most part, either didn't know or couldn't have cared less. Newton was a notoriously secretive figure.
Right now, Tony Grafton is writing his magnum opus on chronology in E. Modern Europe, so I suspect we'll know quite a bit more about Newton's occult work in the near future. What we do know is that he was obsessed with understanding the Biblical chronology and reconciling it with other sources (Grafton's Joseph Scaliger: A Study in Classical Scholarship, Vol. 2 is probably the best book to understand how this operated).
The standard biography of Newton remains Richard Westfall's The Life of Isaac Newton, but on the alchemy, see Larry Principe's The Secrets of Alchemy or Bill Newman's Promethean Ambitions: Alchemy and the Quest to Perfect Nature. Alternatively, read this article: https://history.duke.edu/sites/history.duke.edu/files/Newman%20Colloquium%20Paper%202014.pdf
Aside from /u/psstein's nice answer I would just add: Newton's wasn't interested in "the occult" in a generic sense. He saw alchemy (which is what we might put "the occult" into, which is to say, mystic religious revelation) as being connected to the understanding of nature, but also as being connected to the understanding of God. So for Newton, physics, alchemy, and theology were all just different perspectives on the same questions, and quite overlapping. The secrets of alchemy were the secrets of life, death, and God's own powers (God was the ultimate alchemist in this view, with his ability to transform matter at will).
Newton never published on alchemy or theology but clearly they were as important to him, if not more important, than his "scientific" work that did (eventually) get published. In the context in which Newton worked, the alchemical work would have been of interest to other learned men (like Boyle, who also did alchemical work) and even some of those in power (e.g. Charles II, who was interested in alchemy). His theological work however would have been highly unusual (Newton's Arianism was a prohibited sect because of its denial of the trinity) and he kept that even more secret than the alchemical work.