You wake up one day and you're on this train. Outside the window there is nothing but miles and miles of scrub stretching into the distance under a grey sky. There are a few other people in the carriage. None of them meet your eyes.
At dusk, the train pulls up on the outskirts of this town. The ticket inspector comes through and tells you that this is your stop. You ask where the train is going next but he will only tell you that your ticket is stamped for this stop so this is where you get off. A few other people get off with you. The streets are empty. It's dark but hardly any lights are shining in the windows of the houses.
Across the road from the train station is a crumbling old boarding-house. The manager is an old woman with her hair pinned back in a bun. She comes over with a lantern and beckons you all to follow her. "This is where you'll be staying during your visit," she says. "There's no need to worry about rent, that has been accounted for. Only make sure that you don't go outside while the sun is up."
You and the others who live in the boarding-house soon learn that it's safer to band together. For this isn't a normal town, but a place of half-remembered nightmares. Strange men and women stalk the silent streets. The buildings throng with endless corridors and waiting-rooms. The church bell tolls ceaselessly in the distance. The children are the worst. From those who have lived here longer than you, you learn your first lesson: When you see the children coming, you run...
A tram clatters past, filled with smiling people drinking champagne. They invite you aboard, but you know it's better not to accept. You see a baby in a bassinet crying in the middle of the road. When you pick it up, it sticks to you like tar. You go to the public baths, dry, salt-encrusted. Fat grey men waddle out of the gloom, dribbling filthy water from their lips. You come to a square surrounded by a chain-link fence. There are men trapped inside there who are more beast than human being. You pass the melon patch. Never go there. You can feel the evil pouring out from it.
If you could, you would stay in the boarding-house all day and all night. That would be safest. But you have been brought here for a reason. You are under investigation, though what crime you have committed you don't know. Every so often you receive a visit from an official to update you on the progress of your case. The outcome depends on how well you present yourself. So you go wandering through the town at night, alongside your fellows, searching for papers, for mitigating evidence, for character records that may be presented in your defense. Also for money - the bundles of paper that they use for money here - as there are always more fees and bribes to be paid to the strange officials who control this place.
If you are lucky, brave and smart, you may pass through this place and back to the world you know. If you are not lucky, well... not many people die in this place. More often some worse fate will befall them - transformation, disappearance, absorption into the machinery of the town. When someone is hurt badly, the officials arrive to take them away on the train. Nobody knows where they go and nobody wants to find out...
Out-of-character: This is just another weird idea I had for a D&D campaign. Basically it would still revolve around the traditional activities of D&D, wandering around fighting monsters and looking for money, but it would be set in this kind of surreal nightmare town. Someone pointed out that Ravenloft wasn't really a 'horror' game so much as it was just D&D with props and wallpaper out of Hammer Horror films. Well, this is still just D&D but the props and wallpaper are by Franz Kafka. Other Appendix N texts would include Albert Camus, Luis Buñuel, David Cronenberg, Michael Haneke's The White Ribbon, the Russian computer game Pathologic, and any weird shit that I could rip out of Ravenloft.
I'm still not sure what I would do about player characters - what classes or abilities they would have, and so on. The canonical D&D classes could probably work if you just tweaked them a bit and gave them new archetypes to fit into. A Fighter would be someone bold and strident like The Trial's Josef K. A Thief would be a more rogueish, iconoclastic character like Meursault from The Stranger. Magic-Users are obsessive and reclusive, like the narrator in Notes from Underground. I'm not sure where Clerics would fit in, except that their faith would have to be pretty shaky and embattled - so maybe they get their spells from somewhere, but they can't tell if it's really from God or from some other cosmic force that's just fucking with them.