Worlds' End (Sandman Book VIII) - Neil Gaiman
(Book VII was checked out, so I skipped ahead)
Something called a "reality storm" forces a bunch of travelers from different worlds to take shelter at a strange inn, and they take turns telling stories. Stephen King (who wrote the introduction) calls this book Gaiman's take on the Canterbury Tales. What I liked about it was that each tale had a different illustrator, even the tales-within-tales, and Gaiman chose stories that fit each artist's particular style. There were a few tales that didn't seem to involve Morpheus directly, and there was some large event near the end of the book (which apparently has something to do with the reality storm), but I may have to wait until I read book 7 to find out what's what.