I wish I could name a long list of such books, but I am not sure there are many around. But I will give at least one example which is excellent. It is Grendel by John Gardiner. It is written by the monster and the monster is an existentialist of the Sartrean variety, i.e. the monster is nothingness. And the monster goes and talks to a dragon occasionally that also appears as slain in the original tale Beowulf, and the Dragon is living time backwards, and so there are these very interesting conversations between the nothingness of the monster talking to the original enemy of the Western worldview, the dragon who reverses everything by living backwards in time.
Another example is the Carols Castaneda series, especially the second or third one where he talks about the tonal and nagual, which is very interesting philosophically despite being encased in a new age fantasy. Of course, the books about how Castaneda pulled the wool over the eyes of Garfinkel and destroyed ethnomethdology as a discipline are better than the books themselves as fantasies, but they did captivate a generation, and because of them we got to see what the real shamen of south america were like when anthropologists fanned out looking for the real Don Juan. Unfortunately the real shamen were not as interesting as Castaneda portrayed sophisticated and urbane Don Juan at home in both the old and new worlds.
Umberto Eco’s Name of the Rose.
We should at least mention Finnegan’s Wake, no more daring novel has ever been written. And I find it still fascinates me.
I recently read the Shadow of the Wind by Zafon and found the “library of lost” books intriguing. http://en.wikipedia.org/wiki/The_Shadow_of_the_Wind
There is of course Tolkien and his work with Dunne’s theory of multidimensional time in Lord of the Rings.
There is existentialist literature and no one explains that better than the lectures of Dreyfus which are available here and there occasionally on the internet or via ITunes.
In other genres:
There is of course Borges, the master of presenting ideas as short stories.
The Becket Play Waiting for Godot has a lot of subtle depth to it despite its seeming simplicity.
I like TS Elliot’s Four Quartets for its depth of ideas and its attempt to solve the problem of Nihilism set up in the Wasteland.
Blake’s Four Zoas which I mention all the time.
Dante’s Divine Comedy has the structure of the meta-system, how did that happen?
Plato’s Dialogues of course, especially when read against the plays of Aristophanes and along with John Sallis’ Being and Logos who brings out the dramatic character of the settings and action and who the characters were in real life.
Personally I like Science Fiction better than standard Literature, because it usually has more ideas per square inch on the page. I like David Brin’s dolphin novels especially the first one, and Greg Bear’s wormhole series. I like Kim Stanley Robinson’s Memory of Whiteness. I have already mentioned the Gameplayers of Zan in another post as a picture of the Uberman. For steampunk fans there is the Difference Engine by William Gibson, Bruce Sterling about Babbage succeeding with mechanical computers.
I am now reading the Map of Time b F.J. Palma that has promise. http://en.wikipedia.org/wiki/Map_of_Time
But it is even hard to find good science fiction with a good concentration of ideas.
I am afraid I take most of my literary inspiration from Poetry: Eliot, Stevens, Bronk, Thomas, etc.
Or from Movies like those that were being done in Europe and Japan in the sixties and early seventies.
The best “high-concept” literature is philosophy itself. Read the philosopher, then read the commentaries, then read the biography, then read about the time in which he lived and the influences.
There is the whole story of Peirce and the his life, and how he was thrown out of his academic career getting a divorce and marrying another woman. There is no telling what he could have done if he had kept his academic standing, he is a rival to Hegel, and later philosophers being perhaps the most inventive philosopher ever, and he was an American no less.
For instance, the whole story of the life and death of Walter Benjamin as told by Zizek and then looking at his works, and then seeing how his ideas are used by Adorno is something amazing.
Or take for example, the work of Joyce, and the criticism trying to deal with his work, and the influence of his work on everything and everybody.
Or take again Jung’s Red Book and its comparison and difference with Nietzsche’s Zarathustra.
Or the whole story of Descartes and his dreams.
There is Lacan, and his relations to the Surrealists like Dali but also to Heidegger, and his reformulation of Psychoanalysis based on Semiotics and Structuralism, and then his use of Freud as a foil for what Zizek says are his Hegelian views. Take Wilden’s interpretation of Lacan which is really brilliant, making the utterly obscure very useful and System and Structure.
And don’t forget Nietzsche and his fiery relation with the super star of his time Wagner. And the question as to whether his madness was feigned or real.
There is the betrayal of Husserl by Heidegger and the Nazism of the latter with Jaspers speaking against him after the war.
There is the falsification of what was in the archives of Husserl by Merleau Ponty.
There was the relation between Wittgenstein and Russell. And how Schlitz allowed Wittgenstein to be the figure-head of the Logical Positivist movement, yet Analytical Philosophers basically abandoned Wittgenstein because they could not understand his later work. Analytical philosophers worship Frege, but they ignore Husserl, even though Husserl changed his own philosophy greatly based on the criticism of Frege. Instead they trace though Moore who wanted a philosophy that the common man even ten-year olds could understand.
If you are looking for high faulting ideas per square inch then philosophy is your best bet. But of course due to that density one has to work a lot harder to see the literary qualities of philosophy and the drama in the interplay of ideas.