The Bone Key by Sarah Monette: A collection of stories in the style of H.P. Lovecraft, minus the racism, sexism, and nihilism. They center around an intelligent, introverted, snobbish loner, whose job as an archivist at a New England museum puts him into contact with all sorts of mysterious, dangerous artifacts. The stories are chilling and poignant, just what I was looking for. I hope Monette writes more.
The Casebook of Newberry and Hobbes by George Mann: a collection of short stories involving the characters from Mann's Sherlockian, steampunky novels. In general I enjoyed the stories, but I found the writing to be repetitive, and I'm getting sick of brilliant, somewhat jerky, bon vivant-types.
The Poetical Works of Christina Rossetti: I picked this up to read "The Goblin Market," a romantic fairy tale with creepy undertones, but i enjoyed several other poems, too (I didn't read all). The short biography by her brother was enlightening, and gave much insight into her character and beliefs.
The Gobins of Bellwater by Molly Ringle: A modern retelling of "The Goblin Market," set in Puget Sound and with a couple of romances thrown in. It was an enjoyable read; Ringle did an excellent job of using goblin spells as a metaphor for depression, and there were some clever touches (goblins are named after the first thing they steal, for example).
Nightmares & Fairy Tales vol. 1 by Serena Valentino: A collection of six short comics, some original, some retellings of fairy tales, with a horror/gothic spin. The early stories especially are a bit cliche-ridden, but the art (by FSc) is distinctive, creepy, and sometimes cute.