Tales from the Saragossa Manuscript by Jan Potocki (probably) - these are the picaresque stories surrounding 10 days in the life of Alphonse von Worden, a Walloon army officer. There are demons, tempations, the possessed, wizards, pirates, brigands, adultery and murder. In short it's an excellent Gothic romp of which another 56 days purports to exist but which haven't been translated. The authorship is dubious, but not the fun. I've also got the DVD of the film by Wojciech Has, a delight to come.
Novelty by John Crowley - a collection of four stories, including the marvellous Great Work of Time, a novella of time travel that is worth the purchase alone, doubly so if you play Time & Temp.
ID Crimes of Identity from Comma Press - a collection of short stories, nothing massively memorable but a few that were quite fun, the shortest of which, half a page by Paul Freeman is probably the best.
The Mind Parasites by Colin Wilson - Wilson's seminal work of Lovecraftian horror. Well, not really, more an exploration of an idea of Wilson's which Derleth persuaded him to write. It's not great but it is bursting with inventiveness.
I love you when I'm drunk by Empar Moliner - translated from the Catalan this is an exciting collection of stories. Moliner really does have an eye for strong characters and great circumstances. Hopefully she'll have some more out soon.