So now I know. And it's off my to-read list.

The Sandman: Preludes and Nocturnes

by Neil Gaiman, Sam Kieth (Illustrator), Mike Dringenberg (Illustrator),  

Malcolm Jones III (Illustrator), Todd Klein (Letterer),  

Karen Berger (Introduction/Editor)

I was mostly captivated throughout.  I only occasionally thought of giving up.  But...that's me.  I'm too old for this.

At a much younger age I would have stolen this from the library to read and re-read by the uncertain light of a flashlight under the covers.

The Sandman himself--Morpheus--is beyond cute.  I swoon.  (Metaphorically and in hindsight.)

(Just kidding about the stealing.)