I recently read Come Closer by Sara Gran and would love to read similar books.
They’re usually short books about a seemingly normal person whose life falls apart as they possessed by a demon, driven insane, become trapped in a surreal nightmare etc.
They can have happy or depressing endings.
Others I’ve enjoyed include:
Mrs. March by Virginia Feito
The Bus on Thursday by Shirley Barrett
Looker by Laura Sims
The Beautiful Bureaucrat by Helen Phillips
by griefofwant