Got any interesting one to suggest?
They can be movies as well, not just books/stories.
I have read a few of note:
-The house of Asterion/The South are two very nice short stories by Borges.
-La Horla/He? are a couple by De Maupassant (he has more in this vein)
-The black monk, a largish story by Chechov, which builds up to a memorable conclusion.
Maybe the death of Ivan Ilic, by Tolstoy, although iirc that is more about slow erosion of will to live.
ETA Hoffmann has some interesting stories, mostly variations on the theme of the doppelganger, eg The Sandman.
Re movies, i really liked 2002's Spider, by Cronenberg.