Iain Banks, "The Bridge" (present-day Scotland, a sort of steampunk-SF Scotland fantasized in a coma, and the ancient Greek underworld as seen by a Glaswegian thug).

William Hope Hodgson, "The Night Land" (17th century England meets a moribund Earth billions of years in the future) an extraordinarily ambitious attempt at this idea, written in an almost unreadably bizarre pseudo-archaic style. There's nothing else like it.

Chingiz Aitmatov, "The Day Lasts more than a Thousand Years" - central Asia in the 1980s combined with near-future SF. The SF bit doesn't add much but the central Asian story is pretty gripping.

Anna Kavan, "Sleep has his House" (drug addict's dream world vs the real world - rather disturbing book).

Somewhat related are multiple-viewpoint stories, where you you see the same events through different characters' eyes and they come across as so alien you might as well be in a different age or planet. James Hogg's "Confessions of a Justified Sinner" is the original one, Lawrence Durrell's "Alexandria Quartet" is one of the more remarkable.

J. Leslie Mitchell (the real name for Lewis Grassic Gibbon) "Gay Hunter" - post-nuclear-apocalypse utopian future collides with 1930s fascism. Marge Piercy's "Woman on the Edge of Time" does the same sort of thing, with Reagan instead of Mussolini.