As I said in my review of Sandman: "Fables & Reflections", Neil and the team would write short, self-contained stories between the big ones (in order to attract new readers).
The stories here are more horror-based than those of "Fables." My favourite is "Caliope" - the tale of a writer's need for inspiration, and the depths to which he'll sink to find it.
The other three stories star Lady Death, William Shakespeare and a Cat with a dream.
If you enjoyed the "Fables" collection then this is a must. Or check-out "Fables & Reflections" next if you like this volume.
On a side note, I should mention the size of this book. Compared to other titles in the series, this is by far the smallest. It wouldn't be so bad, except a big portion of the book is dedicated to reprinting one of Neil's story scripts. As a writer myself, I found this interesting. But most people buy Sandman for the stories, and I can imagine many being a tad narked since this precious space could have been used to squeeze-in another great tale.
That aside... DEFINITELY a superb read. Sandman is the business, folks!