Joseph Conrad's Heart of Darkness (1899 and 1902) is the famous story of a journey into Africa to find a missing man, and the power of delusion over the rational mind.
Since the story was originally published as a three-part serial (Wikipedia) it falls naturally into three chapters, or acts, each of which covers a different part of the journey. The story uses a method of first-person narrative that allows two levels of disconnect between the reader and the story; the nameless narrator tells us a story as told to him by Christopher Marlow, who searched for ivory-hunter Kurtz in the jungle and found "one of the dark places of the earth" (eText).
By leading the reader into the story by degrees -- one for the setting, one for the difficulties of the journey, and one for the madness of Kurtz and the effect he has on Marlow's thinking -- the story gives the reader both breathing room between sections and an unrelenting drive to continue and finish. The break at each chapter is enough to remind one that the story is fictional, and yet the mood remains, and the next chapter waits, like the mystery of Kurtz in the jungle waits for Marlow.
The tale-within-a-tale structure also allows the reader to stand apart from the story somewhat; instead of knowing from the story that men have the capacity for evil, the reader is told this by Marlow through the narrator, and so can relax a little. Why didn't Conrad simply tell the story as told by Marlow? Possibly he felt that Marlow's story would be too intimate, too close to the surface, if his voice told it directly, and so the nameless narrator's extra quotation marks, always reminding that there is another person speaking, allow some relief from the story's innate brutality.
"'Close the shutter,' said Kurtz suddenly one day; 'I can't bear to look at this.' I did so. There was a silence. 'Oh, but I will wring your heart yet!' he cried at the invisible wilderness."
(Conrad, Heart of Darkness, eNotes eText)
This comes near the end of Kurtz's infirmity; he is dying, and his delusions of grandeur are unravelling before him, but he remains defiant against both his own mortality and the unrelenting jungle, which has uplifted and destroyed him. Marlow is speaking, but we hear Kurtz's voice third-hand, diluting some of his vehemence.