Ibn-Hakam al-Bokhari, Dead in His Labyrinth by Jorge Luis Borges 

A very good story. Borges uses a known trick: attention is naturally focused on the flamboyant elements (the labyrinth), while they were merely a means to distract. As he says in his story, we tend to assume a more imposing/fantastical solution, so we are inclined to not look at the more basic one if it requires a disillusionment. Another author who uses this, to some degree, is ETA Hoffmann.