R. Chetwynd-Hayes

Mrs Maxwell has killed her abusive husband but he won't stay dead and can only be kept at bay if she keeps the gaslight burning.

A vampire attacks a horror author on the street and then invites him to a nearby club as a gesture of gratitude, which turns out to be a meeting place for assorted creatures of the night. The vampire then regales him with three stories, each interspersed with musical performances at the club.