The Thing in the Moonlight by H. P. Lovecraft and J. Chapman Miske

A man writes of recurring nightmares where he wanders through a nightmarish landscape with strange trains, shifting cities, and faceless pursuers. Each night the dream grows darker, and he fears that his waking world is starting to blur with the one in his sleep. The plot captures a surreal, dreamlike descent into subconscious terror. A haunting narrative of dream-logic horror. In the moonlight, reality dissolves into dread.