I read this in the 70s, I think it was in a collection although it might have been in a pulp mag like Analog. This was a short story about a boy who lives in a rural area, (possibly Maine?) who when he wanders in the forest and fields encounters "others"--beings who inhabit our universe but "use" it in a different way. He has an unhappy life and often talks to these beings about his problems, and they listen sympathetically but don't offer much in the way of advice. The gist of the story itself is that these beings are planning something soon that will "unmake" our aspect of the universe. They say regretful goodbyes to the boy, and he goes and tries to tell the adults in his world. The story ends with the boy hearing some sort of celebration by these beings, and the sounds of our world starting to disappear.
Is this the novella "Chains of the Sea" by Gardner Dozois?
It was originally published in 1973, but I read it in "The Visible Man", a collection of Dozois's short fiction from 1977.
The boy is named Tommy. The aliens are called The Thant.
"What'd you want?" Tommy finally said.
"We've come to say good-bye," the Thant replied. "It is almost time for you to be made not."
It ends as follows:
Tommy was very quiet in school the next day. He sat silently in the back of class, with his hands folded together and placed on the desk in front of him. Hard slate light came in through the window and turned his hands and face gray, and reflected dully from his dull gray eyes. He did not make a sound.
A little while later, they finished winding down the world.