Special equipment: a 9-inch springform pan and a wooden skewer
Position a rack in the middle of the oven and preheat to 325 degrees F.
For the crust: Pulse the cookies and sugar in a food processor to fine crumbs. Add the butter and pulse until the mixture holds together when squeezed. Firmly press the crumb mixture into the bottom and 1 inch up the side of a 9-inch springform pan. Bake until crisp and set, 10 to 12 minutes. Let cool completely, about 30 minutes. Cover the crust with the peanut butter cups. Wrap the bottom and sides of the pan with a large piece of foil and put it in a large roasting pan.
For the filling: Beat the cream cheese and sugar with an electric mixer on medium speed in a large bowl for 1 minute. Add the sour cream and beat until just combined. Mix in the eggs by hand, one at time. Mix in the vanilla by hand until just combined. (Take care not to overmix, or the cheesecake will puff up and crack.)
Put the chocolate chips and peanut butter in 2 separate large microwave-safe bowls. Microwave each in 30 second intervals, stirring between each, until the chips and peanut butter are smooth and pourable, about 2 minutes.
Ladle 2 cups of the cheesecake batter into the bowl with the chocolate and fold until combined. Fold the remaining cheesecake batter into the bowl with the peanut butter until combined.
Use an ice cream scoop or large spoon and drop alternating scoopfuls of the batter onto the crust. Drag a long wooden skewer through the batter, making sure the skewer reaches the bottom, to marble the colors in a tie-dye effect. Add enough hot water to the roasting pan to come about halfway up the side of the springform pan.
Bake until the outside of the cake is set, but the center is still slightly loose, about 1 hour 20 minutes. Turn the oven off and leave the cheesecake in the oven for another hour. Remove the cheesecake from the roasting pan to a cooling rack. Run a knife around the edge and cool to room temperature. Cover and refrigerate at least 8 hours.
Run a knife around the edge of the pan once more, unmold the cheesecake and transfer to a serving plate or cake stand. Smooth the edges with the knife. Drizzle the hot fudge sauce around the edge of the cake, letting it drip slightly over the sides. Make a decorative ring around the edge of the cheesecake with the miniature peanut butter cups, overlapping them slightly. Make another ring on the inside of the peanut butter cups with the Reese's Pieces. Slice and serve cold with whipped cream and more hot fudge sauce.
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