«Celephaïs» by Howard Lovecraft

"Celephaïs" (is a fantasy story by American horror fiction writer H. P. Lovecraft, written in early November 1920 and first published in the May 1922 issue of the Rainbow. The title refers to a fictional city that later appears in Lovecraft's Dream Cycle, including his novella The Dream-Quest of Unknown Kadath (1926).
Celephaïs was created in a dream by Kuranes (which is his name in dreams—his real name is not given) as a child of the English landed gentry. As a man in his forties, alone and dispossessed in contemporary London, he dreams it again and then, seeking it, slowly slips away to the dream-world. Finally knights guide him through medieval England to his ancestral estate, where he spent his boyhood, and then to Celephaïs. He became the king and chief god of the city, though his body washes up by his ancestors' tower, now owned by a parvenu.
In The Dream-Quest of Unknown Kadath, Randolph Carter pays a visit to Kuranes, finding that the great dreamer has grown so homesick for his native Cornwall, he has dreamed parts of Celephaïs to resemble the land of his boyhood. Kuranes advises Carter, on a mission to find his own dream-city, to be careful what he wishes for—he might get it.
Famous works of the author Howard Phillips Lovecraft: At the Mountains of Madness, The Dreams in the Witch House, The Horror at Red Hook, The Shadow Out of Time, The Shadows over Innsmouth, The Alchemist, Reanimator, Ex Oblivione, Azathoth, The Call of Cthulhu, The Cats of Ulthar, The Dunwich Horror, The Doom that Came to Sarnath, The Festival, The Silver Key, The Other Gods, The Outsider, The Temple, The Picture in the House, The Shunned House, The Terrible Old Man, The Tomb, Dagon, From Beyond, What the Moon Brings.