I only read one of the collection books, and to be honest, it was pretty hit or miss... I found myself skipping through a lot of it.
One stood out for me though :) Don't remember the name, but it was about a rich boy who would sneak out to this hidden crypt in the forest... he felt so drawn to it, he'd sit outside of it for hours, but he could never get inside, since the doors were locked.
When he was a man, he found out he was related to a man who was supposed to be buried in that crypt... but he had been struck by lightning the night the old mansion burned down, and so was denied his rightful place in the family crypt. He learned all of this through some kind of flash back, and when the lightning hit him, he awoke, standing in the middle of the old burnt mansion, in a blackened spot, where his ancestor died.
He was taken to Arkham, and they told him that he would be buried in that crypt... and he was at peace.