The Sandman, Volume 6: Fables & Reflections
This series of short stories is largely disconnected from the larger Sandman mythos; Morpheus appears in each of them, though often as a glorified cameo. But I think that lets Gaiman be a little freer and looser, and explore other angles of the character. My favorite stories are probably “Three Septembers and a January,” which follows a fictionalized account of Joshua Abraham Norton (the first and only emperor of the United States) and “August,” in which Augustus Caesar disguises himself as a beggar and talks about his dreams for the Roman Empire. However, my absolute favorite is “Ramadan,” the very first Sandman story I bought. Neil Gaiman’s storytelling is beautiful, P. Craig Russell’s artwork is gorgeous, and the story ends on a final twist that makes it all the more poignant.