The Sinful Ones — Fritz Leiber

Carr McKay is a clerk at General Employment.One day, a frightened young woman comes in, asking if he's one of “them”, and if he's been "awakened". Carr has no idea what she's talking about. A few minutes later, a man sits at Carr's desk, pretending to smoke a cigarette, and answering employment-type questions like he's talking to an invisible person. One of Carr's colleagues suddenly starts ignoring him. Carr's original thought is that this is some sort of strange joke.

He soon learns differently.

The woman, Jane, tries to keep him out of it, but Carr soon learns that everyone has a "pattern" that they're expected to follow through life. As long as a person stays in their pattern, everything is fine. When anyone does something unexpected, or goes out of their pattern, they aren't just invisible, they suddenly don't exist to the rest of the world, until they return to their pattern. In other words, the universe is a giant machine.