Conjure Wife by Fritz Leiber

There were shadows everywhere, and the ground under his feet was treacherous and of uncertain texture. The dreadful strident roaring, which seemed to have gone on since eternity began, shook his very bones. Yet it did not drown out the flat, nasty monotone of that other voice which kept telling him to do something -- he could not be sure what except that it involved injury to himself, although he heard the voice as plainly as if someone were talking inside his head. He tried to struggle away from the direction in which the voice wanted him to go, but heavy hands jerked him back. He wanted to look up over his shoulder at something he knew would be taller than himself, but he couldn't muster the courage. There were great rushing clouds overhead making the shadows, and they would momentarily assume the form of gigantic faces brooding down on him, faces with pits of darkness for eyes, and sullen, savage lips, and great masses of hair streaming behind.

He must not do the thing the voice commanded. And yet he must. He struggled wildly. The sound rose to a rock-shattering pandemonium. The clouds became a black, ragged, all-engulfing torrent.