If you only say "the" at the beginning, then you need to use the plural, "examples." If you say "the" twice (once in front of each book title), then it's just like your sentence about the two dogs, and you should use the singular: "Look at the first example and the second example." "I saw the brown dog and the white dog."
In either case, though, a better way to refer to them would be to say something like "the examples from 'Of Mice and Men' and '1984.'" We don't normally use the title of a book as a modifier, and it becomes even more awkward if the title is longer than one word, or if there are multiple titles. It's not incorrect to say "the 'Of Mice and Men' and '1984' examples," but it isn't the best way to to say it.