Several times throughout the Sandman series, Neil Gaiman took some time off from the main plot (or the closest thing the series ever had to a main plot) to indulge in some stand-alone stories that have little or nothing to do with Dream himself. These stories more often than not highlight how deep and malleable the Sandman universe was from the very start. They're stories about human nature and the consequences of desire, fun vignettes that display Neil Gaiman at his most imaginative and reverential. "Dream Country" highlights four stories from early in the series that alternate between funny, sad and delightfully strange.

The first story, "Calliope", follows an unscrupulous author who caves to the pressure placed on him by his fans and publisher to create a second novel as good as his award-winning first. Fighting writer's block, he enters a Faustian deal with another, much older writer to exchange a mystical artifact for one of the ancient Greek Muses, Calliope. While imprisoned in the writer's attic, Calliope can't help but inspire him to literary greatness, the magical outcome of Calliope's repeated rape. After Dream escapes his confines as described in "Preludes and Nocturnes", he helps Calliope escape her own captor. In the process we learn that Calliope and Dream have a history, or more to the point, a child together. This will factor into the story much later. As for now, "Calliope" is a Sandman-style story of "be careful what you wish for".

The second story, "Dream of a Thousand Cats", has become something of a comic staple since it was published in 1990. Both tongue-in-cheek and philosophically intriguing, the story chronicles one cat's journey into the dream world where she learns that cats once ruled in a previous universe unmade by human dreams. While funny and deeply ironic, "Dream of a Thousand Cats" also demonstrates just how complex, bizarre and constantly changing the Sandman universe is. It shows how literally anything, no matter how absurd, is possible when the Endless are concerned.

"A Midsummer Night's Dream" is one of the most impressive works in Neil Gaiman's long tradition of left-field reverence for classical literature. Just like he reimagined Beowulf several years ago in what was a mostly underrated movie, Gaiman deconstructs William Shakespeare's first play by making its debut audience the very fairies the play is about. Scenes from the play are seamlessly spliced into Gaiman's original material of otherworldly fae chatting about the accuracy of the story playing out in front of them. In this one-off, Dream says one of the most important lines in the series. "Things need not have happened to be true. Tales and dreams are the shadow-truths that will endure when mere facts are dust and ashes, and forgot."

The last story in the compilation is "Facade", the sad tale of a super hero gone wrong. That hero is one that DC mostly swept under the rug. Her name is Element Girl, real name Urania Blackwell, who is depicted in "Facade" as a lonely, deeply depressed retiree who longs for a death she can never experience. After years of isolation, humiliation and anguish, Death herself arrives on an unscheduled visit to try to comfort Rainie. Death teaches her how to look beyond the assumptions she has made about her world and herself to finally get the release she wants. It's a bittersweet story that gives us a little better understanding of Death as a character.