The Realm of the Unreal by Ambrose Bierce is definitely a Twilight Zone type story. It wouldn’t surprise me if the Twilight Zone television show was inspired and influenced by Bierce’s writing. Most of his short stories had some kind of twist at the end. Many of them are under ten pages.
Bierce was probably the greatest American writer of his generation. He was a veteran of the Civil War. His death was somewhat of a mystery. He went down to Mexico to write about the Mexican Revolution as it was happing and then just disappeared. In the investigation of his disappearance, there were many unreliable accounts given. In essence, he became like one of his own stories.
This story is about a man who meets a hypnotist from India. The hypnotist tells stories which the narrator scoffs at. And then some strange encounters follows.
After reading the story, one ends up saying, well if this was this, how did that happen? Like all of his stories, it is a fun read.
The Realm of the Unreal was published in 1890 and reprinted in the short story collection Can Such Things Be in 1893. The audio program I listened to was narrated by Anthony Heald.