What about someone like E.M. Forster, who wrote fiction, but also highly respected literary criticism and the like? (I want to call it meta, but that's clearly fandom's influence.)
(I also can't be bothered to page back and see if you're looking for contemporary examples.)
Oscar Wilde wrote essays, plays, and poetry. W. B. Yeats wrote both poetry and plays. Saki (H. H. Munro) wrote short stories and novels (and while most his stories were basic contemporary fiction, some of them had horror and/or fantasy elements). Dorothy L. Sayers wrote mysteries, translated Dante, co-wrote a play (based on her mystery characters, so that may be more a change in format than a change in genre), and wrote essays.
Donald Westlake has written mysteries, caper novels, satire, science fiction, and apocalyptic fantasy under his own name. And then there's even more stuff he writes using a pseudonym.
Thomas Hardy (ptui!) wrote novels before publishing his poetry, which was what he'd wanted to do all along.
Thomas Hardy (ptui!) wrote novels before publishing his poetry, which was what he'd wanted to do all along.
Certainly an argument for going straight to what you want to do and passing on that ugly Jude the Obscure phase.
Edna St. Vincent Millay wrote plays, too.
Tolkien was a respected philology prof who wrote children's books, essays, fantasy, translations and academic writings.
I like Thomas Hardy's novels.
I like them, too. Especially Tess.
It's in the privacy of my own home!