Trio of Terror: Three Horror Stories is exactly that.
Fay's voice is reminiscent of classical literature and, even when telling a dark tale in prose, conjures a mystique of the poetic, which is fitting since he's also a poet. This gives his stories a fantasy feel. As I was reading, the style struck me as a cross between Robert Louis Stevenson, Poe, and W.W. Jacobs. "The Redcap of Glamtallon" is chalk full of descriptions that showcase Fay's knowledge of...