I think the most influential books on me are those that ask questions that I continue to try to answer, long after finishing the book. I use these works as a kind of touchstone to understand something in my immediate environment that I find troubling or perplexing.
The Aeneid
The Divine Comedy
Don Quixote
Rashomon (which I only know from the Kurosawa film) / The Sound and the Fury
The mysteries of Ross McDonald
Almost anything I've read by Flannery O'Connor
I haven't read that much modern and contemporary fiction; I'd probably include more of these works here (e.g. the novels of Toni Morrison).