I've found books by Fyodor Dostoevsky tend to create a similar atmosphere. In Dostoevsky there is a broader sense of meaning lurking beneath the surface of the world. One often gets a sense of spiritual and symbolic plays going on where the symbols and the "spirit" are more central to the story than the actual characters.

Part of it is the author's mentality, with a more holistic approach than is often used and his subtly moralistic intentions in some of the writing. Part of it is the fact that different sets of values and character types were often shared by broad groups of people in 19th century Petersburg - so characters sometimes blend with their part of society in a way which doesn't happen in more fluid societies (or is ideologically ignored in modern writings). Part of it was that he was writing some of the books for financial reason, and completed in a rush, his subconscious leaks through.

I've found that there is a dream like residue with these books (similar to how Pathologic can play on the Reticular Activating System). I can probably think of a few other works with atmospheric similarities - but none have these nearly unique neurological effects.