As I stated in Part 1, fiction having to do with esoteric and paranormal things, such as ghosts and UFOs, is not hard to find. Entire genres are obviously dedicated to such: horror, sci-fi, fantasy. However, those aisles are notoriously full of pulp (the wrong kind) and can be hard to navigate, and often disappointing.
I've found much of the best fiction seems to naturally incorporate rather than feature the esoteric. The esoteric thing then, is not used as a simple plot device—a cool prop or in-your-face-gimmick as it is in genre fiction. Instead, more often in serious fiction, it is treated far more thoughtfully, to perhaps reveal character transformation, provide rich symbolism, meaning, etc.
Below is a list of fairly recent great novels and stories that all incorporate esoterica in some form. I've snobbishly (and subjectively, annoyingly, and/or arguably…) put them in a descendant gradient order—from serious to pulp—but in no way are they descending by quality, enjoyment, or recommendation. Clicking on the titles will take you to various reviews and whatnot. The ISBNs are provided for easy reference at Amazon or any bookstore.
At the end is even a bit of poetry, for those who can be tempted with that kind of thing. No rainbows and sunsets in these poetry recommends, guaranteed. In an Amazon.com customer review of of Russell Edson's book of poetry, The Tunnel, I found this perfect description: "They are moments of dreams, newsreels from some surreal purgatory, portraits of impossibility." Lovely.