The Invention of Morel is a fun short one. Also check out Jorge Louis Borges (Labyrinths).

The Body Artist by Don DeLillo is great, not strictly non-linear but deals heavily in non-linearity of time.

I love Virginia Woolf and I way preferred The Waves to The Lighthouse if you haven't read that one.

The Post Office Girl by Stefan Zweig is one of my favourites and has a cool backdrop of subjective impending doom, along with Beware of Pity (aka Impatience of the Heart) by the same author.