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In an interview that I can't find now, Neil Gaiman stated that the short stories in his latest collection Trigger Warning had one element tying them together: they were all the short stories he had...
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#3: Attribution notice added
Source: https://writers.stackexchange.com/a/43645 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
In an interview that I can't find now, Neil Gaiman stated that the short stories in his latest collection _Trigger Warning_ had one element tying them together: they were all the short stories he had written since the last collection. He said that when people came to him and talked about themes explored in the collection, he nodded, but he had not consciously noticed the presence of those things before. The stories in _Trigger Warning_, as well as in his earlier collections _Smoke and Mirrors_ and _Fragile Things_ do not share a genre: some are fantasy, some - horror, some - magical realism, I suppose. Some are in unusual formats, that aren't a story _per se_ - one is framed like answers to a questionnaire. Some are poetry. Or, if you wish, they share only a very broad genre - "speculative fiction". You could, perhaps, argue that even publishing his first short stories collection, Neil Gaiman was no longer a "new writer". All the same, I would steer away from making all the short stories in a collection belong to one narrow genre, or explore one single theme. Picking up a short stories collection, I expect experiences that are diverse. I want to get different things, not more and more and more of the same. I would much rather have fantasy and thriller and sci-fi than sci-fi and sci-fi and sci-fi. (Unless sci-fi is all you do. That's fine too. _I Robot_ is a very well known short stories collection, all about a single sci-fi element, all exploring one idea (the Three Laws of Robotics) from different angles.) If you write in different forms and different genres, there is no reason why you shouldn't let the readers see all the things you can do. "Written by the same author" is enough to tie those stories together. (However, if most of your stories are one genre, or one theme, or set in one world, and then there's the one story that sticks out, you might want to keep that story for the next collection.)