“ – ”
As I said above, I used to read a lot of scifi anthologies, and I used to forget what the stories were called and who wrote them: and so it is with this story. I remember the plot – a man lives in a literal nightmare world where freakish and murderous creatures are everywhere, and his only escape is in sleep, where he dreams that he lives in a normal, dull world exactly like our own. I was so obsessed with finding this story that I seriously considered writing it again, myself: I didn’t, but the thought gave me the idea for my novel, All My Colors.
(If you know what the story is, by the way, please let me know. I will be disappointed and delighted.)
A Personal Anthology 
I think this is not the one you’re remembering, but Julio Cortazar’s The Night Face Up has a similar premise and is another great story.
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