The Man Who Walked through Walls — Marcel Ayme

The excellent Monsieur Dutilleul has always been able to pass through walls, but has never seen the point of using his gift, given the general availability of doors. One day, however, his tyrannical boss drives him to desperate, creative measures -- he develops a taste for intramural travel and becomes something of a super-villain. How will the unassuming clerk adjust to a glamorous life of crime?
Aymé's genius lies in imagining the practical unfolding of bizarre and difficult situations. In each story, anarchic comedy is arrested by moments of pathos, only to descend into anarchy and hilarity once more ...