H.P. Lovecraft, one of the grandfathers of horror stories (and probably one of the few writers that can be called gothic and baroque at the same time), turns out to be quite philosophical as well. Take the story "The Silver Key", which starts:
When Randolph Carter was thirty he lost the key of the gate of dreams.
Wonder had gone away, and he had forgotten that all life is only a set of pictures in the brain, among which there is no difference betwixt those born of real things and those born of inward dreamings, and no cause to value the one above the other.
Wise men told him his simple fancies were inane and childish, and even more absurd because their actors persist in fancying them full of meaning and purpose as the blind cosmos grinds aimlessly on from nothing to something and from something back to nothing again, neither heeding nor knowing the wishes or existence of the minds that flicker for a second now and then in the darkness.
Until, of course, Carter finds the silver key:
...a huge key of tarnished silver covered with cryptical arabesques; but of any legible explanation there was none.
And at the end of the story, after Carter has disappeared into the realm of dreams, the narrator concludes:
Certainly, I look forward impatiently to the sight of that great silver key, for in its cryptical arabesques there may stand symbolized all the aims and mysteries of a blindly impersonal cosmos.