I got this tiny audiobook (only 48 minutes) and listened to it in it's entirety on my drive home from work. I really love when Neil does his own voice work.
This is a short story based on Sherlock Holmes mysteries. We have unnamed characters, one having been tortured in the war in Afghanistan against the "gods and men", and one being a consulting detective for the police. Rooming together, the veteran notices odd comings and goings from the detective but never inquires about any of it, instead quietly retreating to his room when a visitor arrives.
We first see the detectives amazing skills when, while eating with the veteran, he announces that a guest will be joining them in exactly 4 minutes. When laying out how he knows this, it all seems simple. That if you just paid attention, you too would know this!
They are visited by Inspector Lestrade of Scotland Yard. He needs the detective's help with a touchy case and the veteran comes along. There is a murder most foul and the detective deduces that it was done by 2 men, one with a limp, and the the victim is royalty. Here's where it gets odd. Royalty, in this world, isn't human royalty. Ahhh, magic and "Great Old Ones".
Since it's a short story it does wrap up rather quickly but in a pretty satisfying way. Another excellent piece of work by Gaiman.