I've been reading a bit of Fantasy of late and ran across a short story by Terry Pratchett called "Turntables of the Night". Yeah, it's not your usual run of dragons and goblins, in fact it's more along the lines of a Horror story. You're lead down one path and suddenly you're somewhere else and darn near shaking in your shoes right along with the narrator. For me, it's also a great example of what an unreliable narrator should be. This was my first sample of Pratchett, I'll be looking for more. :)
I read this in an anthology called "Hidden Turnings" edited by Diana Wynne Jones. One thing I'll say about this collection is that it turned my perception of Fantasy on its ear especially Roger Zelazny's story "Kalifriki of the Thread".