by H.P. Lovecraft
If H.P. Lovecraft had killed himself, this very brief story (originally published in the March 1921 issue of The United Amateur) could have been considered his suicide note. It is, oddly, fantastical and a bit whimsical, like Alice in Wonderland without all those mirthful creatures. Only when viewed subtextually does the true bitter nihilism shine through.
WARNING: THAR BE SPOILERS HERE!
The story is deceptively simple: a depressed man dreams of a beautiful and serene garden where he finds the peace he could not find in life. Within that garden, he comes across an ivy covered wall. Built into that wall is an iron gate that he can not open, no matter how badly he wants to.
Night after night he dreams of the garden and his attempts to get beyond that gate. He imagines it to be the entrance into yet another world, a veritable paradise that would put even this dream garden to shame.
He travels to the dream city of Zakarion, where he stumbles across an old papyrus text written by dream sages and scholars. It tells of a pill that, when consumed, will open the iron gate.
He promptly takes said pill and returns to the garden where, lo and behold, the gate has been flung open. Stepping through, our narrator finds the sweetest paradise he can imagine: complete and total nothingness.
Now it seems to me that our narrator is more than slightly depressed, and longing for a way out of this world. While he initially finds some sort of respite in his fantasies, he needed something with more permanence. The iron gate represented that permanence--death--but how to pass through it? He finally opts for an overdose, falls into one last slumber, and then enters into death. The fact that beyond death was a vast void of nothingness is evidence of Lovecraft's atheism--and the fact that the narrator is overjoyed with that nothingness is evidence of Lovecraft's disgust with the world he lived in. Better the emptiness of death than the pain of life.
The horror is definitely here...but you may have to look beneath the surface to see it clearly.