Sandman Midnight Theatre by Neil Gaiman

A noir-tinged crossover one-shot that follows a Depression-era vigilante haunted by prophetic nightmares as he investigates a string of murders; his pursuit draws him into the border between waking life and the realm of sleep, culminating in a charged encounter with the personification of Dream that forces both men to confront the consequences of Dream’s long captivity and the personal costs of carrying dreams, duty, and fate between worlds.