Like Fables and Recollections and Dream Country, World's End is a collection of individual stories that have little do with the Sandman arc. Unlike its predecessors, however, there is greater continuity between the stories.
The stories within World's End are all linked to a singular event: travelers gathering 'round and exchanging their weirdest, most interesting tales (admittedly, an almost done-to-death literary device). Gaiman breathes new life into this convention by inserting a dizzying amount of layers into the storytelling function. In a wonderfully witty Introduction, Stephen King compares the collection to "nested Chinese boxes:" stories existing within stories within stories. Gaiman really flexes his writing muscles here, constructing highly imaginative parallel universes that eerily mirror our own world (fans of Gaiman will note that "A Tale of Two Cities" borrows heavily from the essay he wrote for the SIMCITY 2000 game). He also inserts his most shocking plot twist to date at the end of the book, which forms the basis of the last two books on the Sandman collection and is guaranteed to pique the continued interest of the Sandman readership.
I really enjoyed the diversity of the art; to note, the visually arresting rectangular and vertically arranged panels done by Alec Stevens in the aforementioned lead story "A Tale of Two Cities;" John Watkiss' crispness and use of clean lines; the tasteful, subdued tones of Michael Zulli and frequent Sandman collaborator Dick Giordano in "Hob's Leviathan."