In the countryside near Flagstaff, Maine, there is a wall ten feet high, dull, and has been there for as long as anyone can remember. There is no other side. If you try to climb over it, you will find yourself on the same side as you started. If you try to walk around it, you will get back to where you started. Objects thrown over are later found lying in the grass on your own side.
Naturally, the protagonist’s friend becomes obsessively determined to find out what is on the other side. This is not a good idea, especially when dynamite becomes involved.
A simple idea played effectively and entirely straight. You may have seen such bizarre architecture in stories before, but by making it the focus of this story, it reminds you just how conceptually creepy such a thing would be.
Settler’s Wall by Robert A.W. Lowndes
Availability: Print only
Word count: 7,500
First published: 1942 as ‘The Long Wall’ by Wilfred Owen Mosley, in Stirring Science Stories March 1942
Two revised versions appeared in Startling Mystery Stories #10 in 1968, and in Crypt of Cthulhu #62 in 1989.
Where to find it: The Necronomicon, edited by Robert M. Price, 1996, Chaosium Fiction
Ten to Infinity 
Fantastic short story. I had the Necronomicon but someone borrowed it and never returned it. I wish I could read the story again.