Comment: Trying not to just list my favourites (Score 1) 1244
"A Voyage to Arcturus" by David Lindsay
"Lud-in-the-Mist" by Hope Mirrlees
More recent stuff that might fit:
"Viriconium" by M. John Harrison -- imagine if Lord Dunsany, William Burroughs and Mervyn Peake had hijacked Gene Wolfe's brain while he was writing the The Book of the New Sun.
"Moonwise" by Greer Gilman -- 350 page linguistic orgasm...I mean prose-poem.
Probably in no real danger of being forgotten, but just in case:
"Little, Big" by John Crowley -- the kind of book that tends to slip through the cracks: too literary for most genre readers and too fantastic for literary snobs.
"Always Coming Home" by Ursula Le Guin -- doesn't seem to get mentioned as often as her other novels, but it's possibly her most unusual, and the one where she uses her talents best.