[He asked her to roll down the window,] She complied, then gave a sharp intake of breath and swallowed a scream. He did not scream, but he wanted to.
Outside the open window was no sunlight, no cops, no kids—nothing. Nothing but a grey and formless mist, pulsing slowly as if with inchoate life. They could see nothing of the city through it, not because it was too dense but because it was—empty. No sound came out of it; no movement showed in it.
It merged with the frame of the window and began to drift inside. Randall shouted, "Roll up the window!" She tried to obey, but her hands were nerveless; he reached across her and cranked it up himself, jamming it hard into its seat.
The sunny scene was restored; through the glass they saw the patrolman, the boisterous game, the sidewalk, and the city beyond. Cynthia put a hand on his arm. "Drive on, Teddy!"
"Wait a minute," he said tensely, and turned to the window beside him. Very cautiously he rolled it down—just a crack, less than an inch.
It was enough. The formless grey flux was out there, too; through the glass, city traffic and sunny street were plain, through the opening—nothing.
Heinlein R. (1942) The Unpleasant Profession of Jonathan Hoag.