"All the Birds Come Home to Roost" by Harlan Ellison

This supernatural horror story is Ellison at his best. It's creepy, surreal yet somehow streaked through with realism, and somewhat pessimistic about humanity. Seriously, I get the feeling that Ellison is not a very happy human being.

Specifically, this story deals with a man who suddenly finds that he keeps meeting the women with which he's had relationships over the years in reverse order, all inexorably leading back to his first wife, who was not only mentally unstable herself, but was so volatile that she almost drove him insane as well (as is evidenced in the main character's visceral retelling of an extremely disturbing pivotal event in their relationship). Like I said before, the story is certainly surreal and very creepy, with a slow build of tension behind each "chance" meeting with an earlier girlfriend, fiancee, or wife. Yet there's also this level of realism to the story. As the main character deteriorates into a mess of anxiety and paranoia, you begin to wonder if these meetings are some machination of some malevolent force, or if it's all in his mind.