Definition of Oxymoron: 

An oxymoron is a figure of speech in which a pair of contradictory terms are put together for emphasis. By contrasting one another, the linked elements express something else entirely, producing dissonance for rhetorical effect or revealing a more complicated, figurative meaning.

Examples of Oxymoron in Literature:

“He now suspected that the grave roysterers of the mountains had put a trick upon him, and, having dosed him with liquor, had robbed him of his gun.”
—Washington Irving’s “Rip Van Winkle” 

The noun “roysterers” refers to someone who is reveling or partying. In contrast, the adjective “grave” indicates a more serious atmosphere, literally meaning “serious or solemn.” These contrasting depictions of the men who Rip drank with the create an oxymoronic description, serving to highlight the supernatural atmosphere of Rip’s experience on the mountain. 

“...and as for believing things, I can believe anything, provided that it is quite incredible.”
—Oscar Wilde’s The Picture of Dorian Gray

The oxymoron here is formed by the assertion that the speaker can believe anything that is incredible. The logical inconsistency arises from that fact that “incredible” things are by definition those that cannot be believed. This whimsical statement exemplifies the attitude that the only things in life worth pursuing are those which are novel or out of the ordinary, a philosophy espoused by the character who leads Dorian Gray down his dark path. 

“O brawling love! O loving hate!”
—William Shakespeare’s Romeo and Juliet

In this example, Romeo bemoans Rosaline’s decision to remain chaste. He also sets up an oxymoron in which “love” and “hate” are contrasted in order to indicate the complexities of his situation: being in love with the enemy of one’s family as well as feeling rejected, resulting in a “loving hate.”