Zachary Houghton asks the intriguing question: "what’s your Appendix N? What fiction has influenced your campaigns, play styles, and writings?" In answer, I provide the following list:
Anderson, Poul. Three Hearts and Three Lions; The Broken Sword.
Bullfinch, Thomas. The Age of Fable, The Age of Chivalry, Legends of Charlemagne (aka Bullfinch's Mythology)
Burroughs, Edgar Rice. "Barsoom" series.
Carroll, Lewis. Alice's Adventures in Wonderland; Through the Looking Glass.
Howard, Robert E. "Conan" series; "Kull" series; "Solomon Kane" series.
Lanier, Sterling. Hiero's Journey; The Unforsaken Hiero.
Leiber, Fritz. "Lankhmar" series.
Malory, Thomas. Le Morte d'Arthur.
Norton, Andre. Star Man's Son.
Smith, Clark Ashton.
Tolkien, J.R.R. The Hobbit; The Lord of the Rings.
Vance, Jack. The Dying Earth; The Eyes of the Overworld; Cugel's Saga; Rhialto the Marvelous.
Wagner, Karl Edward. "Kane" series.
There are undoubtedly other authors and books I've forgotten to include and I've limited my list to fiction, since the number of non-fiction books I could mention is quite large. Those listed as the ones that immediately sprang to mind without much thought, so they're certainly the ones that best represent my current understanding of what D&D is and how it ought to be played.
As you can see, with the exception of H.P. Lovecraft and Clark Ashton Smith, whose works I enjoy without qualification, I specified the particular books or series that had the most profound influence on me. Much as I love REH, for example, I can't say I have much taste for his Steve Costigan stories, for example, and they certainly had no significant influence over my conception of fantasy roleplaying.
I don't think there are too many surprises in my list, which is pretty short and, with some exceptions, rather strongly focused on pulp fantasy and science fiction.