Why are the episodes named after literary works?
Here's a partial answer pertaining to episodes 21-24. 

Recall that the Japanese title of the anime is "Kiseijuu - Sei no Kakuritsu", or loosely, "Parasyte - the probability of sei". The title is written in Japanese with sei in katakana, which is a non-semantic syllabary, rather than in kanji. This makes it unclear what the intended meaning of the word sei is, because there are at least 30 different kanji (based on a quick look here) that can be read sei (and hence around the same number of distinct meanings for the word), and it is not possible to infer from context which one is intended. 

This ties into the titles of episodes 21-23, which are all pronounced "Sei to Sei" in Japanese, but using different characters for each distinct sei. Specifically, episode 21 has 性 "sex" and 聖 "holy"; episode 22 has 静 "quietness" and 醒 "wakefulness"; and episode 23 has 生 "life" and 誓 "vowing" (生 "life" is the same sei as in "kiseijuu", incidentally).

These three titles constitute a sort of wordplay, in my opinion. This sort of homophone-based wordplay is fairly common in Japanese, since Japanese is a very homophone-rich language, owing mostly to heavy borrowing from Chinese.

I strongly suspect that it is only coincidental that the Japanese translation of the English book "Sex and Spirit" by Clifford Bishop has the same title as episode 21 of the anime (judging from the synopses of the book available, anyway). Given that the book is only a penny on Amazon, the interested reader might like to pick up a copy of it and see if there is, in fact, any thematic relationship with Parasyte. 

This being the case, I do not believe that the titles of episodes 21-23 reference literary works, other than coincidentally. And, of course, there's no literary reference in the episode 24 title 寄生獣 kiseijuu "Parasyte" - unless you count a title drop as a literary reference, I guess.