The Course of the Heart by M. John Harrison. If that's to your liking, try also Signs of Life and The Sunken Land Begins to Rise Again. He also has a new novel out, published just this month, titled The End of Everything.
Kazuo Ishiguro's The Unconsoled is typically described as a surrealist novel. But it's a very challenging read, at nearly 600 pages with very little happening on the surface of it.
If comics ("graphic novels" if we must) are okay, check out Like a Velvet Glove Cast in Iron by Daniel Clowes and The Hole by Charles Burns.