Karl Edward Wagner's Kane series is fantastic.

Novels

Bloodstone (1975)
Dark Crusade (1976)
Darkness Weaves (1978) (editorially altered abridgement published in 1970 as "Darkness Weaves With Many Shades")

Story collections

Death Angel's Shadow (1973)
"Reflections for the Winter of My Soul" - Kane meets an enemy who knows him (sequel to Dark Crusade)
"Cold Light" - a knight's quest to kill Kane
"Mirage" - Kane discovers that death is not the answer to his problems
Night Winds (1978)
"Undertow" - Kane's mistress attempts to escape from him
"Two Suns Setting" - Kane witnesses the death of the last of an elder race
"The Dark Muse" - Kane's poet friend takes inspiration from a journey to chaos
"Raven's Eyrie" - a previous victim attempts revenge
"Lynortis Reprise" - the survivors of a siege meet a betrayer
"Sing a Last Song of Valdese" - a wizard's revenge
The Book of Kane (1985)
"Reflections for the Winter of My Soul", "Sing a Last Song of Valdese", "Raven's Eyrie" and:
"Misericorde" - a girl demands her lover prove himself
"The Other One" - the gods are sometimes merciful; Kane is less so