The Picture of Dorian Gray may be read as a direct response to J.K. Huysmann's "Against Nature," which depicts a rich man devoting his life to pure aesthetic experience.
Wilde discusses his philosophy of art quite explicitly in his essay The Decay of Lying, and his celebrated play The Importance of Being Earnest also involves a main character living a double life.
Dorian Gray is a fairly clear retelling of Marlowe's Doctor Faustus and/or Goethe's Faust.
Works by French authors such as Rimbaud and Baudelaire are prime examples of the Decadent style.