There are Doors Gene Wolfe
This science fiction novel of alternative worlds features Mr Green who falls in love with an unattainable extra-terrestial woman. His attempts to reach this evasive character take the reader into unimaginable worlds. The author has won a number of fantasy and science fiction awards including a Nebula award and the World Fantasy Award for the Claw of the Conciliator the second volume in his tetralogy The Book of the New Sun. His other books include The Fifth Head of the Cerberus,Free Live Free, Soldier of the Mist and The Urth of the New Sun.