This was asked in 2008, which was admittedly a while back, but no one answered it and it would be satisfying to do so anyway: The Feast of St. Janis, by Michael Swanwick.
(Posted in 2018, and not solved.)
I read this, too, and now I wonder what it was. I don’t remember any really useful specifics. Just…I remember it as more like a hellish galaxy or universe than world, and I have this sense of the ground being like slag and meteors being common like rain. And that, after he came to, a man was reorienting him to reality. I don’t know why they didn’t just all use birth control.
There’s a 1959 short story with a somewhat similar plot, although it’s almost certainly not the same one. It’s The Store of the Worlds by Robert Sheckley. A man buys for a very high price a vision of living in a parallel world for a year. The year is described in the story, and it doesn’t sound very enjoyable to us. However, when the man returns from the vision of the parallel world, we find out what his own world is like. In his own world, there has been a World War III that destroyed all civilization. Life there is miserable.
And the moral of the story is, “Count your blessings, and be grateful for the miserable life you have. It could be so much worse.” 
I’m still not sure I get it. I mean, if you’re doing a story where a somewhat depressed guy wants more out of life and seems to be going through the motions here on Earth, but suddenly the simulation glitches and he’s briefly back in the had-been-forgotten hellscape instead of the comparative-paradise reward that you and I are living — okay, sure, I get that; you could follow up with some interesting possibilities, and: how will he react?
But if you’ve kicked off the story with him deciding to commit suicide because he thinks things aren’t good enough, and then he learns that, actually, things are even worse — and, again, he’d already decided to commit suicide? Won’t his reaction be: commit suicide, like I was just saying?
(The non-sci-fi analogy would be, I dunno, a short story where a one-legged guy in considerable pain decides to kill himself — only to then get asked, “hey, how would you react to no legs, and more pain?” Wouldn’t his answer be the same? Maybe with a bit more enthusiasm?)
And the reason I’m harping on this is: did the sci-fi story include some all-important reason why he can’t kill himself in the real world? And: would that key detail help us zero in on the name of the story?
In the one that I read, the fact that the protagonist was an alien implanted on Earth was a twist reveal at the end (like “They were Adam and Eve all along!”) not part of the early plot. And being sent to Earth was a very rare award given to the most deserving. The protagonist was a highly decorated war hero or something like that. And he was definitely very alien, like some sort of crustacean or something.
Yeah, that’s the way I remember it. Being sent to Earth was a rare treat, for a very worthy applicant
That seems to be a common theme. There was a Sci-Fi horror short story where basically a Christian Scientist somehow “proves” that God and the afterlife is real, but turns out God is basically what we think of as Satan and so when anyone dies immediately they go to Hell for the rest of their lives, Earth is just an Ant Farm for God to mess around with, and the whole “Kindly God” concept was deliberately invented to calm humanity before the inevitable lifetime horror. And the story ends with the Scientist basically comatose with the sheer terror of understanding that.
Niven’s “The Subject is Closed” toys with this notion too.
I have had this story niggling at the back of my mind for years. Back in the 70s, there used to be an anthology of SF short stories released every year. It was a fairly thick paperback, I want to say that the color purple was prominent on the cover, and the title was something to the effect of ‘Annual Anthology of Science Fiction Stories’. I haven’t had any luck in tracking any of them down, they were great books to pack along, one never knows when there is going to be a queue or some other wait, and having a fat book of short stories in one’s bag is a great thing to have!
So, it was the summer of 72. I had gone to the library and checked out one of these anthologies. The weather was balmy and I took a blanket out to the backyard and lounged on the lawn while reading this book. One of the stories has lurked in the dim recesses of my mind, and I would love to find it again.
A man likes to have his beer, if I remember correctly he might have been brewing his own. One evening, he is mesmerized by the woman who is materializing from the head on his glass of beer. Over time, she materializes a bit more fully from the foam. Eventually, he pours the beer from a full keg, and when she has finished materializing she is a fully realized, life-sized woman made of beer foam. That is the extent I can pull from memory.
If anyone is able to hook me up with the title of the story, the author, the actual name of the book series, I would be so grateful! I haven’t had much luck in finding old books which I only remember snatches of the story, so I will be amazed if anyone can pull this one up from the dim past, but again, if that happens the person who finds it will have my undying gratitude. woot, I know. TIA, in the hope that someone remembers that story!
The Beautiful Brew, by Gunn?
By an amazing coincidence, I heard about this story recently on another forum.
“The Beautiful Brew” (1954) by James E. Gunn.
Edit - and I’d have gotten there first if my keyboard battery hadn’t run out.
About 18 years ago…there was a sweet spot in time where you could fairly easily find emails of certain writers and actors and email them and they’d usually answer “Random dude who just emailed them out of the blue.”
Haldeman taught at some college, so his email was easy to find and he always graciously answered my questions.
The_Other_Waldo_Pepper, and Peter_Morris Bingo! I just read through the story again, still a good tale. It’s funny to think I was a twelve-year-old girl reading this, rather than running wild through the summer with the rest of the kids!
Thank you so much, that was an itchy spot in my memory for too long!
I’ve had good luck getting email responses from authors even quite recently.
SciFiStackExchange (story identification - Man committing suicide wakes to find that Earth is an alien simulation of a perfect world - Science Fiction & Fantasy Stack Exchange) suggests that it’s “Strange Wine” by Ellison
Yes, that’s it! Thank you!