[a preliminary review until I finish it. read it a while ago.]
Tales of the Shadowmen v9 is the latest volume of this eclectic anthology series from Black Coat Press. It makes use of a concept of Philip Jose Farmer that has various fictional characters set in the same 'universe', thus able to met and interact. Don't make the assumption that all the stories are linked. They often are not. Most are standalone, can usually be read in any order.
What can be daunting is that this series uses characters of popular literary culture (mainly written, but sometimes film and tv), and not 'high brow' characters. And the characters are taken from American, British, French, and other countries, so often if you're not familiar with those characters, it can be confusing. OR, it could lead you to start reading the original stories of these characters, which BCP does (such as Fantomas, Nyctalop, the Black Coats, Belphegor, Judex, and many more).
The stories in this collection are:
Christopher Paul Carey: Caesar's Children starring The Ponto Family.
Win Scott Eckert: Is He in Hell? starring The Scarlet Pimpernel, Leonox.
Emmanuel Gorlier: Out of Time starring The Nyctalope, The Time Patrol.
Matthew Baugh & Micah Harris: The Scorpion and the Fox starring Becky Sharp, the Yellow Shadow.
Travis Hiltz: The Treasure of the Ubasti starring Sâr Dubnotal, Mowgli.
Rick Lai: Incident in the Boer War starring Fantômas, Raffles.
Roman Leary: The Children of Heracles starring The Nyctalope, Professor Quatermass, The Master.
Jean-Marc Lofficier: J.C. in Alphaville starring Jerry Cornelius, Alphaville, The Castle.
Randy Lofficier: The Spear of Destiny starring Phantom Angel.
Xavier Mauméjean: The Man for the Job
William P. Maynard: Yes Virginia There is a Fantômas starring Fantômas, Frederick Dickson.
John Peel: The Biggest Guns starring Doc Ardan, Lord Roxton, The Gun Club.
Neil Penswick: The Vampire Murders starring Harry Dickson.
Dennis E. Power: No Good Deed... starring Père Tabaret, Chevalier Dupin.
Frank Schildiner: Laurels for the Toff starring Jean Kariven, The Toff.
Bradley H. Sinor: Where the Shadows Began... starring Michel Ardan, Inspector Legrasse.
Michel Stéphan: The Red Silk Scarf starring Harry Dickson, Madame Atomos.
David L. Vineyard: The Children's Crusade starring Arsene Lupin, Harry Lime.
Brian Stableford: Where Zombies Armies Clash by Night (Part IV of The Empire of the Necromancers) starring Ned Knob, Germain Patou.
At the end of the volume is information on the characters used and who created them, tho this may not help point you to wear they are from. (Wikipedia is most useful here!! along with Black Coat Press's French Wold Newton site and Cool French Comics site). The "Starring" lists the characters who appear in the story, "Co-starring" list characters mentioned in the story, "Also Starring" list placing and 'things' who appear or are mentioned in the story.