Franz Kafka & Joseph Conrad 
Anthology of Classic Short Stories. Vol. 6 (Strange, Surreal and Fantastic) 
Two Short Parables by Franz Kafka, The Country of the Blind by H. G. Wells, The Statement of Randolph Carter by H. P. Lovecraft and others

If you're looking for your next mind-bending read, here are 10 great surreal books to get you started: 
Contents:
Two Short Parables by Franz Kafka
The Secret Sharer by Joseph Conrad
The Country of the Blind by H. G. Wells
The Bottle Imp by Robert Louis Stevenson
Wakefield by Nathaniel Hawthorne
The Nose by Nikolai Gogol 
The Overcoat by Nikolai Gogol
Memoirs of a Madman by Nikolai Gogol
By the Waters of Babylon by Stephen Vincent Benét
The Statement of Randolph Carter by H. P. Lovecraft