The purer works of literature tend not to have them And if they do, it's not really central, more like part of the setting. Some examples:
A lot of Dostoevsky, but particularly Crime and Punishment & Notes from the Underground.
A good portion of James Joyce such as Ulysses and Finnegan's Wake.
Ford Maddox Ford's Parade's End takes place almost entirely in the heads of the characters.
Any memoir or memoir like book will tone down or have no central plot. See A Dance to the Music of Time by Anthony Powell.
The Gormenghast Books by Mervyn Peake.
Kafka. I would say just Kafka.
All of these certainly have little to no conventional plot (say, something that can be divided into three acts). That's not to say "nothing happens". You can recount events, like say in a history textbook. But one would not define that history as having a plot.