Gene Wolfe is (in)famous for writing stories which seem to be straight-forward and placid on the surface, but which contain hidden depths and paradoxes.
One of his favorite tricks is playing with your idea of what the story REALLY is... his exploitation of the unreliable narrator and shifting point of view leads the reader to the realization that there is a story behind the story -- that the narrator is not the person that he says he is, the narrator says he has a perfect memory but is mistaken (or the narrator has no memory at all!), the narrator is lying or missing out pieces of information to protect himself or others... One of my favorite applications of this technique is Peace, which is on the surface a remembrance of times past in an idyllic small town by an old man, but is actually a series of murder mysteries by a man who may be among the dead himself.
Wolfe's opus has to be The Book of the New Sun, a series of four books which borrows the conceit of a dying earth from Jack Vance and tells the story of Severian the Torturer, the messiah with an eidetic memory who will bring the new sun.