You're Not Alone aka The Sinful Ones

Just started this novella by Fritz Leiber. Absolutely chilling. Basic premise behind it, as best I can tell, is that most of humanity is acting out a predetermined script. If you awaken from that dream, you're able to go off-script, but no matter how hard you try, you find yourself more and more out-of-synch with the world. There are also hints that those who are awakened are prone to doing horrible things to the sleepwalking populace, with the growing unreality making those going through the motions to seem to be less than human.

Yeah, that was one dark story. Shorter than I expected too.