The Man in the High Castle, by Philip K. Dick

According to Wikipedia, Philip K. Dick considered his Hugo Award-winning 1962 novel The Man in the High Castle to be his masterpiece, but was too disturbed by his own creation to ever finish a sequel. Seeing as Dick made a career out of churning out disturbing literature, this might seem surprising, but trust me: after reading The Man in the High Castle it makes total sense.

Dick's novel is set in an alternative universe in which World War II was won by the Axis Powers. The United States is divided into three territories—Nazi Germany controls the east, Imperial Japan the west, and the Midwestern states are a neutral buffer zone. The perspective shifts between several different characters, most of whom are living in San Francisco: a Japanese trade minister, a Nazi double agent, a jewelry maker hiding his Jewish ancestry, a judo instructor, and an art dealer specializing in vintage Americana.

The Man in the High Castle is a profoundly creepifying book. It features a few sci-fi/horror elements (many of which center around a mysterious banned book the characters pass around—an alternate history called The Grasshopper Lies Heavy about a world in which the Nazis lost the war), but the scariest thing about this novel is the idea of a world in which Nazi ideology has become the new ordinary. I'm not surprised Dick couldn't stomach writing a sequel; The Man in the High Castle is the kind of story that would haunt anyone, including its creator.