Don't know if you'd like these:
Osamu Dazai - No longer human
Albert Camus - The stranger
Horace McCoy - They Shoot Horses, Don't They? (Also the movie adaptation is cool)
Virginia Woolf - Mrs Dollaway (Also her other works, The hours is also a good movie that deals with her life, and novels)
Édouard Levé - Suicide
Édouard Levé - Autoportrait
Sylvia Plath (Her whole catalogue of poems if interested in poetry)
Thomas Ligotti – The Conspiracy Against the Human Race
Jeffrey Eugenides - The Virgin Suicides (Also available as a movie adaptation)
Zapffe - The last Messiah (it's an essay)