In the mid-90s I read a short story
"They" by Robert A. Heinlein. The story has its own Wikipedia page. You can listen to the Mind Webs reading of this story at the Internet Archive, or (as Peter Peter commented) you can read it at UNZ.org.
about a guy freaking out at his wife and therapist because as they were leaving the house to go on a train trip to New York City, he went back inside to grab something and noticed that out the back window it was raining, while out the front door it was clear and sunny.
It had been a small thing, an unimportant thing. For some reason not clear even to him he had insisted on going back upstairs to his study when they were about to leave the house for a short vacation. It was raining, and she had pointed out that there was barely enough time to get to the station. He had surprised himself and her, too, by insisting on his own way in circumstances in which he had never been known to be stubborn.
He had actually pushed her to one side and forced his way up the stairs. Even then nothing might have come of it had he not—quite unnecessarily—raised the shade of the window that faced toward the rear of the house.
It was a very small matter. It had been raining, hard, out in front. From this window the weather was clear and sunny, with no sign of rain.
He had stood there quite a long while, gazing out at the impossible sunshine and rearranging his cosmos in his mind. He re-examined long-suppressed doubts in the light of this one small but totally unexplainable discrepancy. Then he had turned and had found that she was standing behind him.
This confirmed his existing paranoia that everything in his world was fake, and everyone he knew was either a robot or an actor, participating in a massive effort to fool him and keep him from remembering who he really was.
He crumpled up the paper and flung himself from the chair. Order and logic were no good—his answer was right because it smelled right. But he still did not know all the answer. Why the grand scale to the deception, countless creatures, whole continents, and enormously involved and minutely detailed matrix of insane history, insane tradition, insane culture? Why bother with more than a cell and a strait jacket?
It must be, it had to be, because he was supremely important to deceive him completely, because a lesser deception would not do. Could it be that they dare not let him suspect his real identity no matter how difficult and involved the fraud?
In the end he calms down and agrees to go on the trip. The story ends with a twist where the wife and therapist have a conversation something like, that was a close one, he almost remembered. Now strike the house set and assemble the New York set.
Actually, they are finished with the New York set. The ending:
The creature known as Alice spoke up. "Could he not have the Taj Mahal next sequence? For some reason he values it."
"You are being assimilated!"
"Perhaps. I am not in fear. Will he receive it?"
"It will be considered."
The Glaroon continued with orders: "Leave structures standing until adjournment. New York City and Harvard University are now dismantled. Divert him from those sectors.