Some notable fantasy short story collections, in alphabetical order by title (some of these collections may also include some science-fiction stories):

A

• The Adventures of Doctor Eszterhazy by Avram Davidson
• And Walk Now Gently Through the Fire by R. A. Lafferty et al.
• Apocalypses (two novellas) by R. A. Lafferty
• The Avram Davidson Treasury by Avram Davidson

B

• The Back Door of History by R. A. Lafferty
• The Barnum Museum by Steven Millhauser
• Best Ghost Stories of J. S. Lefanu by Sheridan Le Fanu
• The Best of Avram Davidson by Avram Davidson
• The Best Tales of Hoffmann by E. T. A. Hoffmann
• The Bible Repairman by Tim Powers
• The Bloody Chamber by Angela Carter
• The Book of Fritz Leiber by Fritz Leiber
• The Book of Wonder by Lord Dunsany

C

• Carnacki the Ghost-Finder by William Hope Hodgson
• The Castle of Crossed Destinies (two novellas) by Italo Calvino
• Changing Planes by Ursula K. Le Guin
• Collected Fantasies by Avram Davidson
• Collected Fictions by Jorge Luis Borges
  • an omnibus of all eight volumes of Borges' fiction (which is entirely short stories)
• The Compass Rose by Ursula K. Le Guin
• The Compleat Traveller in Black a.k.a. The Compleat Traveller in Black by John Brunner
• Complete Fairy Tales by George MacDonald
• Complete Fairy Tales by Oscar Wilde
• The Traveller in Black a.k.a. The Compleat Traveller in Black by John Brunner
• Cinderella

D

• Dark Carnival a.k.a. The Small Assassin by Ray Bradbury
• The Darrell Schweitzer Megapack by Darrell Schweitzer
• The Day It Rained Forever a.k.a. A Medicine for Melancholy by Ray Bradbury
• The Devils in the Details by James Blaylock and Tim Powers
• Does Anyone Else Have Something Further to Add? by R. A. Lafferty
• A Dreamer's Tales by Lord Dunsany
• Dreams of Distant Shores by Patricia A. McKillip
• Driving Blind by Ray Bradbury
• The Dying Earth a.k.a. Mazirian the Magician by Jack Vance

E

• The Early Lafferty by R. A. Lafferty
• The Early Lafferty II by R. A. Lafferty
• Echoes of the Goddess by Darrell Schweitzer
• Eight Fantasms and Magics by Jack Vance
• Elementals by A. S. Byatt
• The Emperor of the Ancient Word and Other Fantastic Stories by Darrell Schweitzer
• The Enquiries of Doctor Eszterhazy by Avram Davidson

F

• Fancies and Goodnights by John Collier
• Fantasy Pieces in Callot's Manner by E. T. A. Hoffmann
• Fifty-One Tales a.k.a. The Food of Death by Lord Dunsany
• Fireworks by Angela Carter
• The Food of Death a.k.a. Fifty-One Tales by Lord Dunsany
• The Fortunes of Brak by John Jakes
• Four Stories by R. A. Lafferty
• Fragile Things by Neil Gaiman
• From the Realm of Morpheus by Steven Millhauser

G

• Ghost Trouble by Richard Parks
• The Ghosts of Manacle by Charles G. Finney
• The Ghosts of the Heaviside Layer, and Other Fantasms by Lord Dunsany
• The Gods of Pegana by Lord Dunsany
• The Golden Apples of the Sun by Ray Bradbury
• Golden Gate and Other Stories by R. A. Lafferty
• The Golden Pot and Other Tales by E. T. A. Hoffmann
• Golden Wings and Other Stories by William Morris
• The Great World and the Small: More Tales of the Ominous and Magical by Darrell Schweitzer
• Green Magic by Jack Vance

H

• The Harold Shea Tales by L. Sprague de Camp and Fletcher Pratt
  • collected in The Incomplete Enchanter, Wall of Serpents, The Compleat Enchanter, The Complete Compleat Enchanter, The Enchanter Reborn, The Exotic Enchanter, and The Mathematics of Magic: The Enchanter Stories of L. Sprague de Camp and Fletcher Pratt
• Harrowing the Dragon by Patricia A. McKillip
• Heart of Stone, Dear and Other Stories by R. A. Lafferty
• Heroes and Horrors by Fritz Leiber
• Heroes in the Wind by Robert E. Howard

I

• I Sing the Body Electric by Ray Bradbury
• The Illustrated Man by Ray Bradbury
• In a Glass Darkly by Sheridan Le Fanu
• In For a Penny by James Blaylock
• In the Penny Arcade by Steven Millhauser
• Invisible Cities by Italo Calvino
• Irish Fairy Tales by James Stephens
• Iron Tears by R. A. Lafferty

J

• John the Balladeer by Manly Wade Wellman
• The Jorkens Tales by Lord Dunsany (many but not all are fantasies)
  • collected in The Travel Tales of Mr. Joseph Jorkens, Jorkens Remembers Africa, Jorkens Has a Large Whiskey, The Fourth Book of Jorkens, Jorkens Borrows Another Whiskey, and The Last Book of Jorkens

K

• Kai Lung Beneath the Mulberry Tree by Ernest Bramah
• Kai Lung: Six by Ernest Bramah
• The King in the Tree (three novellas) by Steven Millhauser
• The Knight and Knave of Swords by Fritz Leiber
• The Knife Thrower and Other Stories by Steven Millhauser

L

• The Ladies of Grace Adieu and Other Stories by Susanna Clarke
• Lafferty in Orbit by R. A. Lafferty
• The Last Book of Wonder a.k.a. Tales of Wonder by Lord Dunsany
• ¡Limekiller! by Avram Davidson
• Lin Carter's Simrana Cycle by Lin Carter
• The Line Between by Peter S. Beagle
• Little Black Book of Stories by A. S. Byatt
• Little Kingdoms (three novellas) by Steven Millhauser
• Little Wizard Stories of Oz by L. Frank Baum
• Living With the Dead (The Tale of Old Corpsenberg) by Darrell Schweitzer
• Long After Midnight by Ray Bradbury

M

• The Machineries of Joy by Ray Bradbury
• Madame Crowl's Ghost and Other Tales of Mystery by Sheridan Le Fanu
• The Magician of Karakosk a.k.a. Giant Bones by Peter S. Beagle
• The Man Who Ate the Phoenix by Lord Dunsany
• The Man Who Made Models and Other Stories by R. A. Lafferty
• The Martian Chronicles by Ray Bradbury
• Mazirian the Magician a.k.a. The Dying Earth by Jack Vance
• The Meaning of Life and Other Awesome Cosmic Revelations by Darrell Schweitzer
• A Medicine for Melancholy a.k.a. The Day It Rained Forever by Ray Bradbury
• Mischief Malicious (And Murder Most Strange) by R. A. Lafferty
• Murder By Magic edited by Rosemary Edghill

N

• Necromancies and Netherworlds: Uncanny Stories by Darrell Schweitzer and Jason Van Hollander
• Night Moves and Other Stories by Tim Powers
• Nightscapes: Tales of the Ominous and Magical by Darrell Schweitzer
• Nine Hundred Grandmothers by R. A. Lafferty
• Novelties & Souvenirs by John Crowley
• Numbers in the Dark by Italo Calvino

O

• The October Country by Ray Bradbury
• The Ogre's Wife by Richard Parks
• On the Banks of the River of Heaven by Richard Parks
• One More for the Road by Ray Bradbury
• Or All the Seas with Oysters by Avram Davidson
• The Other Nineteenth Century by Avram Davidson

P

• The Panic Hand by Jonathan Carroll
• Poems and Stories by J. R. R. Tolkien
• Poems in Prose by Oscar Wilde
• Promontory Goats by R. A. Lafferty
• The Purple Pterodactyls by L. Sprague de Camp

Q

• Quicker Than the Eye by Ray Bradbury
• Qfwfq short-story series by Italo Calvino
  • collected in Cosmicomics and t zero (but Numbers in the Dark also contains some Qfwfq stories)

R

• R is for Rocket by Ray Bradbury
• The Redward Edward Papers by Avram Davidson
• Refugees from an Imaginary Country by Darrell Schweitzer
• The Reluctant Shaman and Other Fantastic Tales by L. Sprague de Camp
• The Rhinoceros Who Quoted Nietzsche by Peter S. Beagle
• Ringing Changes by R. A. Lafferty

S

• The Serpent Bride by K.V. Johansen
• S is for Space by Ray Bradbury
• The Second Book of Fritz Leiber by Fritz Leiber
• Sekenre: The Book of the Sorcerer by Darrell Schweitzer
• Shadows & Light: Tales of Lost Kingdoms Edited by Alva J. Roberts
• Slightly Off Center by Neal Barrett
• Slippery and Other Stories by R. A. Lafferty
• The Small Assassin a.k.a. Dark Carnival by Ray Bradbury
• Smoke and Mirrors by Neil Gaiman
• Snake in His Bosom and Other Stories by R. A. Lafferty
• Stories of Your Life and Others by Ted Chiang
• Strange Doings by R. A. Lafferty
• Strange Itineraries by Tim Powers
• Strange Seas and Shores by Avram Davidson
• Sugar and Other Stories by A. S. Byatt
• The Sword of Welleran and Other Stories by Lord Dunsany
• Swords Against Death by Fritz Leiber
• Swords Against Wizardry by Fritz Leiber
• Swords and Deviltry by Fritz Leiber
• Swords and Ice Magic by Fritz Leiber
• Swords in the Mist by Fritz Leiber

T

• Tales from Earthsea by Ursula K. Le Guin
• Tales from Gavagan's Bar by L. Sprague de Camp and Fletcher Pratt
• Tales from the Perilous Realm by J. R. R. Tolkien
• Tales of E. T. A. Hoffmann by E. T. A. Hoffmann
• Tales of God and Men cycle by Lord Dunsany
  • comprises The Gods of Pegana, Time and the Gods, The Sword of Welleran, A Dreamer's Tales, The Book of Wonder, Fifty-One Tales (a.k.a. The Food of Death), The Last Book of Wonder, and Tales of Three Hemispheres
• Tales of Hoffmann by E. T. A. Hoffmann
• The Tales of the Genii by James Ridley
• Tales of Three Hemispheres by Lord Dunsany
• Tales of Wonder a.k.a. The Last Book of Wonder by Lord Dunsany
• Thirteen Phantasms by James Blaylock
• Through Elegant Eyes: Stories of Austro and the Men Who Know Everything by R. A. Lafferty
• Time and the Gods by Lord Dunsany
• Tom O'Bedlam's Night Out and Other Strange Excursions by Darrell Schweitzer
• The Toynbee Convector by Ray Bradbury
• Transients and Other Disquieting Stories by Darrell Schweitzer
• The Tritonian Ring and Other Pusadian Tales by L. Sprague de Camp

U

• Unfinished Tales by J. R. R. Tolkien

V

• Viriconium Nights by M. John Harrison

W

• The Wallet of Kai Lung by Ernest Bramah
• The Watcher and Other Stories by Italo Calvino
• We Are All Legends by Darrell Schweitzer
• What Strange Stars and Skies by Avram Davidson
• Whimsical Tales of Douglas Jerrold by Douglas Jerrold
• Wonders of the Invisible World by Patricia A. McKillip
• Worshipping Small Gods by Richard Parks

X

Y

• Yamada Monogatari: Demon Hunter by Richard Parks
• Young Thongor by Lin Carter

Z

Novels and science-fiction short-story collections should not be included here: they have their own lists.