The most recent read that I haven't finished is The Trouble With Being Born by Emil Cioran. And before that, The Third Policeman by Flann O'Brien.
Out of all the books I've read, the one that resonated with me the most would be, The Book of Disquiet by Fernando Pessoa (The writings are from Bernardo Soares, one of Pessoa's heteronym. Although Soares is more of a semi-heteronym.)