Robert Charles Wilson, The Perseids and other stories

This first collection of (interconnected) short stories by one of the few hard science fiction writers who is interested in science and people and strangeness, was obviously written to stick pins in a lot of my personal pressure points.
The stories are interconnected, through places (Toronto!), characters, moods and themes, but the connections are obscure and/or obscured most of the time; some stories leave faint echoes to be heard in other stories. The stories are nominally science fiction, but the kind of science fiction that always stands on the verge of becoming horror. Lovecraft's "Cosmic Horror" without the Great Old Ones, in feeling very close to the urban horror stories of Fritz Leiber, sometimes as silently terrifying as stories get.
There's not much release to be found in this book, knowledge does not make anyone happier or better in its world, knowledge of oneself can be nearly as dangerous and terrible as knowledge of  the world.

, you should really read this. I promise, it's more awe inspiring than depressing.