I would say anything by HP Lovecraft. He usually winds up in horror but many of his themes deal with aliens, beings from space, etc. There are many scientific themes as well (though usually science is on the losing end) such as in the Colour out of Space. Beyond the Wall of Sleep has an intern who uses equipment to telepathically link to an insane murder, and learns that men are beings of light and in the dream world can travel planes and universes. H.P. Lovecraft's influence in speculative fiction is still felt. Many people who are now considered masters and the like cut their teeth on emulation and pastiche, such as Stephen King, Ramsey Campbell, Brian Lumley, Alan Moore, Neil Gaiman, John Carpenter, Geiger, and others. He also corresponded and influenced contemporaries, such as Robert E Howard, Fritz Leiber, Clark Ashton Smith, and August Derleth.