One could do worse than to include a bit of Shakespeare, in addition to the many wonderful authors/works already mentioned.
Edgar Rice Burroughs is worth reading, and I think Robert E. Howard is a fantastic author in a lot of ways. Between the two of them, they've covered how to deal with any common rpg occurance without leading to a TPK. Also, for "Go into the unknown and deal with what you encounter there" there is no better source than the pulps, and no better pulp authors than these two. IMHO, of course.
(And, luckily, they are both back in print in a big way!)
Alexandre Dumas' The Count of Monte Cristo is a great read. I also throw in a bit of Dickens and Charles de Lint into some of my city/town settings.
I echo others in saying Tolkein and Eddison, and would add C.S. Lewis (to a lesser degree), and Gardiner Fox.
There are a lot more.....I am actually compiling a list of films and books/authors for an appendix of RCFG.