Four Weird Tales by Algernon Blackwood

It was the habit of Jones, since he was compelled to work among conditions that were utterly distasteful, to withdraw his mind wholly from business once the day was over. During office hours he kept the strictest possible watch upon himself, and turned the key on all inner dreams, lest any sudden uprush from the deeps should interfere with his duty. But, once the working day was over, the gates flew open, and he began to enjoy himself.

He read no modern books on the subjects that interested him, and, as already said, he followed no course of training, nor belonged to any society that dabbled with half-told mysteries; but, once released from the office desk in the Manager's room, he simply and naturally entered the other region, because he was an old inhabitant, a rightful denizen, and because he belonged there. It was, in fact, really a case of dual personality; and a carefully drawn agreement existed between Jones-of-the-fire-insurance-office and Jones-of-the-mysteries, by the terms of which, under heavy penalties, neither region claimed him out of hours.