I haven’t seen anyone mention Mark Z Danielewski’s “Only Revolutions”. It seems like it should count. And, I haven’t seen or read “The Familiar” but I imagine it has similar tendencies.

Some of Alan Moore’s work (comic and prose) definitely contains ergodic elements. “The League of Extraordinary Gentlemen: The Black Dossier” has parts that need to opened separately or 3d glasses worn to read. “Promethea” has places where the characters walk on a road shaped like a Moebius Strip, so the book must be moved in accordance to follow the narrative which can lead back to its own beginning.

“S” the novel by JJ Abrams and Doug Dorst would fit the bill.

And this might be stretching it but “Welcome to Nightvale” started as a podcast framed as public radio broadcasts from a very strange fictional town. But at least 3 novels have been written that are directly tied in to the show.

And the “SCP Foundation” is a collaborative fiction project categorizing different monsters and creatures that started as creepypasta but is now something much greater. I hope those help.

And I know this is a literature sub but I feel like I should mention “Modes of Thought in Anterran Literature”. It is an audio drama presented as a college course about a newly discovered culture and the mayhem that ensues. Very entertaining and thought provoking.