The Secret Books of Paradys — Tanith Lee

Four books of dark fantasy and eroticism from “a literary great . . . A series of Gothic, interlinked stories set in an alternate Paris” (The Washington Post).
 
With these four books, together now in one collection, escape to a city known by three names -- Paradys, Paradise, and Paradis -- where you'll find many strange stories and novellas exploring gender, identity, sexual transgression, and more . . .
 
The Book of the Damned: A poet discovers a mysterious ring that drags him into a world of vampires. A young woman's attack sows the seeds for a civilization's downfall. And a writer receives a cryptic note that leads her to a sinister, ancient force.
 
The Book of the Beast: A young scholar has just moved to Paradys to study at the university, and a beautiful phantom of a young bride begins visiting him, drawing him toward her. Soon, he will be infected with the horrific curse of the Beast . . .
 
The Book of the Dead: Seven stories of enchantment, misfortune, corruption, and death are in the third volume of this fantasy series, including the story of a vengeful orphan tracking down his parents' killer only to find a treacherous nightmare.
 
The Book of the Mad: A labyrinth of ice connects three nightmarish versions of one city -- Paradis, Paradys, and Paradise. In each of them, a story unfolds, breaking taboos, relishing horror, and conjuring the perverse.