I'm looking for a story published between 1955-62. A man wakes up too soon and finds that he has been "living in a play" and the scene hasn't been set for that day. Would probably have appeared in Fantasy and Science Fiction.
This story is likely "Yesterday was Monday" by Theodore Sturgeon.
Harry Wright wakes up in his apartment but something feels out of joint:
It felt like Wednesday. There was a Wednesdayish feel to the air.
... He knew what day it was. "What happened to yesterday?" he muttered. "Oh — yesterday was Monday." ...
... there was a certain something about the place that made even this phlegmatic character stop and think.
It wasn't finished.]
The idea is that days are sets in a play, and people are actors (who don't know they're actors) -- and Harry somehow makes a wrong turn "backstage" and wakes up on Wednesday morning after going to sleep Monday night.
I wonder if it could be Frederik Pohl's "Tunnel Under the World" (Galaxy 1955). The protagonist lives the same day over and over with some differences, particularly massive advertising. It turns out that all the inhabitants of his town were killed by the explosion or the chemical fumes. A ruthless advertising executive took over the whole ruins and rebuilt them in miniature. The people were rebuilt as minuscule robots, and are being used as captive subjects for testing high-pressure advertising campaigns.
Possibly Peter Hawkins’ The Daymakers. First appeared in 1957 in Science Fantasy #23. Does any of this sound familiar?
He glanced around the familiar room, with its rows of book-heavy shelves thick wall-to-wall carpeting and contemporary furniture, visible in a dim, hazy way by the light which filtered through the plastic venetian blinds at the windows. A faint rumble, reminder of the world passing some six – or was it he door and stopped in mid-stride? – floors below filtered up to him. Another glance at his watch told Trevor that only another minute had passed; impulsively he rose to his feet and strode over to the door through which Purdy had gone. He pulled open the door and stopped in mid-stride, frightened, half-sick and shivering. Beyond the door was blackness, utter incredible blackness, against which floated myriads of hair-fine threads of literally thousands of colours and shades, some bold, some pastel, some phosphorescent, some satanically dark, other glowing with almost saint-like purity. They whirled and undulated gently, never entwining, never touching. At his feet was a drop of some fifty feet, to a grey, formless platform, like a bed of fog which boiled and stirred restlessly, something like men’s shapes issuing from it carrying nothing more or less than ghastly building materials. Trevor’s mind refused to accept anything further; it quietly folded itself up and with increasing velocity pulled Trevor towards the bed of grey and the half-formed men. Somewhere he stopped falling and unconsciousness overtook him.
Later (about two-thirds through) Purdy explains
“I don’t know where to except to tell you the world just isn’t what it seems. It begins and ends at midnight. It lasts twenty-four hours, with some addition or subtraction of minutes where necessary. In fact, each day is like a set for a play, is used once only, and is dismantled after use,”
I understand this story is included in an anthology of the same title, edited by Damien Broderick and published in 2014.
This sounds like Fear by L. Ron Hubbard, although that novella predates the time range provided (and every other answer given here, including Yesterday was Monday, which was published 11 months later in the same magazine that carried Fear).
Fear first appeared in print in July of 1940, in Unknown. As far as I can discover, this is where this idea/plot device first appeared.
I don't have a copy handy to give quotes, but the story follows James Lowry, who loses four hours of his life (and his hat), and shows the pit of mental horror he falls into as he tries to find what happened. Also, he becomes increasingly worried about his wife and his friend Tommy, believing they are having an affair.
At one point late in the story, a supernatural being explains to James that he is the "One," and all the world is created for him alone—but that Tommy is beginning to rob him of the breath of reality, and thus the world begins to fall behind from James's perspective. As he walks down a street he's never been down before, he sees frantic workmen putting the finishing touches on the facades of houses, looking at him in panic and then disappearing from sight as soon as the facades are finished. They've fallen behind, as some of their focus is now on making sure the world looks right for Tommy.
In addition to Yesterday was Monday (June 1941, Unknown), L. Ron Hubbard's Fear also likely inspired They by Robert Heinlein, which was also published in Unknown, in April 1941. They follows a similar theme as that described in the question, although I will note that is just one small part of Fear, not the driving plotline.
Interesting bit of trivia: according to Phillip K. Dick, "What I am writing is really psychological fantasies, on the order of L. Ron Hubbard's Fear, which impressed me very much, and still does. Without Fear I would never have come up with what I do."