The Nightmare Has Triplets Series by James Branch Cabell

Cabell's most substantial post-Biography fantasy was "The Nightmare Has Triplets," a sequence comprising Smirt: An Urban Nightmare, Smith: A Sylvan Interlude, and Smire: An Acceptance in the Third Person. This explicitly emulates the logic and geography of dreams... successfully mistly and dreamlike...--The Encyclopedia of Fantasy

"[Cabell's] most substantial post-Biography fantasy was "The Nightmare Has Triplets," a sequence comprising Smirt: An Urban Nightmare, Smith: A Sylvan Interlude, and Smire: An Acceptance in the Third Person. This explicitly emulates the logic and geography of dreams . . . successfully mistly and dreamlike . . ." --The Encyclopedia of Fantasy

"[Cabell's] most substantial post-Biography fantasy was "The Nightmare Has Triplets," a sequence comprising Smirt: An Urban Nightmare, Smith: A Sylvan Interlude, and Smire: An Acceptance in the Third Person. This explicitly emulates the logic and geography of dreams . . . successfully mistly and dreamlike . . ." --The Encyclopedia of Fantasy