The Golem by Gustav Meyrink – the book that introduced me to occult, written by a man who closely studied theosophy and Kabbalah among other topics
The Company Man by Robert Jackson Bennett – a supernatural detective story in a grim dieselpunk setting
Mark Hodder's Burton and Swinburne cycle – even more meshing of supernatural, occult and bizarre scientific breakthroughs with historical personages as main and supportive characters (from Burke and Hare to Isambard Kingdom Brunel to Helena Blavatsky)
H. P. Lovecraft, the entirety of his works
Nikolai Gogol's The Government Inspector and Dead Souls
Mikhail Bulgakov's The Master and Margarita
Ray Bradbury's Something Wicked This Way Comes
Harry Harrison's Stainless Steel Rat, Deathworld and Bill the Galactic Hero
Edgar Rice Burroughs's John Carter of Mars
