Well, in the more "classic" realm, you have quite a few of the books of H. Rider Haggard; a fair amount of James Branch Cabell (ironic satire, but fantasy nonetheless); William Morris; Lord Dunsany; E. R. Eddison; Fletcher Pratt (I'd especially recommend
The Well of the Unicorn); Mervyn Peake's Gormenghast/Titus books; several of the things by E. C. Vivian, such as
Fields of Sleep;
Lud-in-the-Mist, by Hope Mirrlees; various things by George MacDonald; Dunsany has been mentioned, but aside from his shorter tales, several of his novels also are of a fantastic nature or have delicate hints of the fantastic, such as The
Blessing of Pan; Algernon Blackwood's
Jimbo and
The Centaur, not to mention quite a few of his novellas, such as "The Man Who Played Upon the Leaf"; and so on....
Several of Andre Norton's books would fit under your description, as well, and the earlier Witch World books, at least, are worth looking into. The first two do deal with such "saving", but not in the usual "quest" mode; while several of the tales are very much personal stories and experiences, rather than far-reaching. Poul Anderson's work is largely of that nature, as well, when he turns his hand to fantasy. Karl Edward Wagner's Kane stories are also well worth looking into, and Kane is often anything but concerned with saving the world... or, for that matter, anyone around him (though this is not
always the case....)
The problem is that so many things come to mind, it's difficult to list them all without simply getting bogged down. So, in addition to the threads mentioned above, try these as well:
Ballantine Adult Fantasy series - Wikipedia, the free encyclopedia
Newcastle Forgotten Fantasy Library - Wikipedia, the free encyclopedia
Perhaps with more ideas of the range you're thinking of, more ideas will come to mind. In the meantime, maybe these will supply you with some things you'll enjoy....