In the penultimate collection of Sandman comics, "The Kindly Ones", the most impressive part is how many minor characters Neil Gaiman created over the course of the series that have become subtle, affecting figures in the story's vast cosmology. Sandman features gods, demons, angels, elves, fairies and even stranger things than those, yet as the central arc comes into its climactic focus, they all fit into a surprisingly coherent narrative. The myriad worlds of Sandman start out seeming so disparate and random, yet "The Kindly Ones" ties them all together with one common theme: Rules.

The elf girl Nuala spends the better part of Sandman peeking around the edges and being a character of little to no consequence, but it's this seeming unimportance that makes her the keystone to the entire story. These comics are about responsibility, in every sense of the word. They're about how we're all obligated to do things, how we're all responsible for the consequences of our actions, and also how the very concept of responsibility is ethereal and not at all true. Sandman posits a philosophy that calls responsibility a matter of principle only, something that can be ignored or called dogma with equal effort. In Nuala's case, she spends all of "The Kindly Ones" pining for a return to the Dreaming where she was more satisfied to be a plain maid than she ever was as a powerful temptress in Faerie. Unfortunately for her, the Dreaming is torn to pieces by the Furies in this collection, so Nuala finds herself without a favorable option at the end. She departs Faerie not because she must or because she has been called, but because she no longer acknowledges the rules that keep her there. In a sense, she stops playing.

And that's what so much of the grand, cosmic ideals of the Endless, the gods and all the other unreal entities in Sandman seem like. They're games, complete with rules and wagers, amusement and frustration. Though whole realms are destroyed in "The Kindly Ones", the most moving stories are still those of the plain, mortal people in the waking world. The story finally returns to Rose Walker, the former Vortex who nearly and unwittingly destroyed the Dreaming at the beginning of the series. Now a wealthy heiress and wandering writer, Rose travels back to England after her friend and former housemate Zelda gives her a message from a dream while she's dying of AIDS. Rose spends a mostly fruitless week in England where she listens to some old stories, falls in love with an unavailable man and meets Desire, her grandfather. As all of the weird, epic things are happening in the imaginary realms of the universe, Rose lives a soberingly normal life. She gets her heart broken in a thoroughly mundane way and copes with the death of a friend as most people would; she's confused, at a loss and utterly unprepared for all of it. If there are rules to life, Rose doesn't see them.

Sandman would be a fairly empty exercise in fantasy if it weren't for the regular people whose lives serve as an anchor to all the magic, or as Rose puts it, "weird shit". The story needs sympathetic characters who have familiar experiences that echo, however distantly, those of the more fantastic creatures that populate the narrative. In its best moments, Sandman is a grounded drama with a spectacular shadow play behind it.