I'm thinking about the type of speculative fiction where the characters travel to another dimension or another universe, or someone/something from another universe arrives in this one. Examples:
The Negative Zone in the Fantastic Four comics
The Phantom Zone in pre-Crisis Superman comics
Stephen King's "The Mist"
Edwin Abbott's Flatland
In each case, the concept is that there's another world that's geometrically impossible to reach via conventional space travel, but instead is directly accessible from this one by breaking the barrier between universes.
I'm hesitant to just call it "fantasy", because the idea of a parallel universe has some tenuous basis in math and physics. But it doesn't seem to fit in any of other speculative fiction genre that I'm familiar with; "alternate history" and "surreal" don't seem to quite capture the nuance that the other world is spatially distinct and accessible from this one by means of unconventional geometry. "Multiverse" effectively describes the structure that I have in mind, but I haven't seen that used as a genre name.