Between Shadow and Substance...
Perchance to Dream (Episode 9 - November 27, 1959):
A man (Richard Conte) is terrified of falling asl--p for fear he might die. His pursuer? A mysterious vixen he meets in his dreams! The first non-Serling script of the series.
The Hitch-Hiker (Episode 16 - January 22, 1960):
Alone on a cross-country trip, Nan Adams (Inger Stevens) has a blowout. Surviving the incident, she gets back on the road - only to see the same hitch-hiker everywhere she looks!
King Nine Will Not Return (Episode 37 - September 30, 1960):
WWII Captain James Embry (Robert Cummings) finds himself next to a crashed plane in a vast desert. Where is his crew? And why are futuristic jet planes flying overhead!
Shadow Play (Episode 62 - May 5, 1961):
Trapped in a recurring nightmare, a man (Dennis Weaver) tries to persuade those who are sentencing him to death that the whole scenario is not real. Will they ever listen?