Today I listened to Come Lady Death, a very fine short story by Peter S. Beagle, and the first story for Podcastle, a fantasy podcast site. This is from Beagle's early period. His most famous work is The Last Unicorn, and a coda, Two Hearts, is now available for free.
Come Lady Death describes the jaded life of Lady Neville, who is the most fashionable lady of London. She grows bored with the role, and decides to invite Death to a party. And Death comes. And decides to stay. The guests' fear and fascination with death come through. It's well read and a good listen--I give it 3 stars.