I've been delaying replying to this, because I was searching for my copy of 'Midnight Days' which contains The Sandman Midnight Theatre story, along with a some other uncollected Gaiman work.
It's probably in a box somewhere in my parent's loft - a terrible place - which means that it won't be resurfacing any time soon. It also means that I have a very sketchy memory of the story, although I do recall enjoying it.
The Sandman Mystery Theatre ended on issue 70. I picked up the last couple of story arcs and even then it was a quality title. I was prepared to stick with it.
One of the final issues had a great line of dialogue, uttered by one of the hard-boiled detectives as he began work on another case:
"Sometimes I think the whole world exists just to piss me off and disgust me."
It's one of my regrets that I didn't get into Sandman Mystery Theatre earlier - I know I could track down the individual issues, but I live in the hope that one day it will come out in TPB or maybe Vertigo could put the whole lot onto a CD ROM.
On the subject of 'MidnightTheatre', I think this subtle approach is what crossovers should sometimes aspire to. It often seems that the more restraint Gaiman shows in his writing, the more skilful his storytelling becomes . I like the way that when the two Sandmen meet, the event seems both incidental and terribly important at the same time.
I'm desperately racking my brains for other things to say about 'Midnight Theatre', but I really do need to read it again.
I do recall in the introduction to Midnight Days, Gaiman mentioning how much fun he had writing the words to a song titled 'My Cabana in Havana' which plays at some point during the story.
Gaiman rhymes Havana with banana.
