The Imago Sequence and Other Stories (2007) by Laird Barron

The Imago Sequence and Other Stories by Laird Barron (Collected 2007) containing the following stories: Old Virginia (2003); Shiva, Open Your Eye (2001); Procession of the Black Sloth (2007); Bulldozer (2004); Proboscis (2005); Hallucigenia (2006); Parallax (2005); The Royal Zoo is Closed (2006); and The Imago Sequence (2005): 

Not the first, not the second, but the third time I've read this collection in the last four years. So I guess I like it. I'll add only that the third reading allowed the connections among the stories to stand out more in my mind. 

And Barron's generally-doomed tough-guy protagonists sometimes bring to mind some of Jim Thompson's characters along the same lines, though Thompson's characters didn't have to deal with screamingly awful occult menaces. I sort of wish Barron would write a story in which one of his tough, morally dubious protagonists beats a Shoggoth to death with a shovel. That would be awesome. Highly recommended.