I hope you’ve read Invisible Cities by Italo Calvino.  If not, go read it.  If you have, imagine stopping at one of those cities and finding the weirdest, darkest little area in it.  Then imagine a description of that area by Gaiman and Wolfe.  That the city in this case happens to be Chicago is besides the point.  It is a perfect little gem of delightful madness and charming evil.  Go read it.