Early example of a story built around the theme of transmigration.

In the 1836 novel Sheppard Lee by Robert Montgomery Bird (in two volumes, of which as of this writing, the first can be viewed in part, and the second fully, via Google Book Search), the title character has an accident on p.33, and returning to the scene of the accident

I saw, stretched on the grass, just on the verge of the pit, the dead body of a man; but what was my horror, when, perusing the ashy features in the light of the moon, I perceived my own countenance!

Lee soon finds that he can enter the body of Squire Higginson -- and that in doing so, he acquires the man's habits and personality, including his contempt for the deceased Sheppard Lee. In the remaining chapters, he transmigrates from one person to another, continually frustrated in his search for a happy life.

I haven't read the book through, but only viewed parts of it through Google Book Search.

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