Thematically, many texts we now identify as modernist are concerned with a with the "subjectivity of reality". Woolf, Faulkner, Fitzgerald, Hemingway, and T.S. Eliot all dealt with ideas of a break between the individual's mental situation and a traditional view of reality as existing outside, objectively, and separate from the perceiver.
Heart of Darkness deals rather directly with notions of intentional shifts in perception related to the nature of reality. Kurtz attempts to free himself from conventional definitions of morality. He attempts to become his own moral world - and fails.
Similar attempts can be found in Faulkner (Absalom, Absalom!) and Woolf (Mrs. Dalloway)though the directness of this attempt is not necessarily as obvious in these works as it is in Heart of Darkness.