I can remember when I first read "Good Country People" by Flannery O'Connor. It's a bitter, ironic story with a brutal ending, and yet it's funny in a David Lynch way. What struck me the most, however, is that no one in the story was sympathetic in the least.
Misanthropy seems to work best in short story or novella form; you don't want to spend too long with these people. Mark Twain could write wonderfully funny stuff, but stories like "The Mysterious Stranger" had a pure nihilism. Then there's the darkly funny Saki ("The Open Window" is a single joke, but its a good one), Roald Dahl (his stories for adults are so nasty), Daphne Du Maurier and the queen of them all, Patricia Highsmith.
ETA I realize i never said why i like these stories. There's the vicarious thrill of reading about people giving jnto transgressive impulses, but it also helps you appreciate positive things in life, like a bit of lemon brings out the flavor in tea.
What literary misanthropes do you like?