Wardon Allan Curtis 
The Strange Adventures of Mr. Middleton [EPUB ebook] 

A collection of 15 fantasy short stories, similar to the ‘Arabian Nights’, set in Chicago.

Excerpt: 

It was a lowering and gloomy night in the
early part of the present century. Mr. Edward Middleton, a gallant
youth, who had but lately passed his twenty-third year, was faring
northward along the southern part of that famous avenue of commerce,
Clark Street, in the city of Chicago, wending his way toward the
emporium of Mr. Marks Cohen. Suddenly the rain which the cloudy
heaven had been promising for many hours, began to descend in great
scattered drops that presaged a heavy shower. Mr. Middleton hastened
his steps. It was possible that if the dress-suit he wore, hired for
the occasion of the wedding of his friend, Mr. Chauncey Stackelberg,
should become imbued with moisture in the shower that now seemed
imminent, Mr. Cohen, of whom he had hired the suit, would not add to
the modicum  agreed upon, a charge for pressing it. But if
his own suit for everyday wear, which he was carrying under his arm
with the purpose of putting it on at good Mr. Cohen’s
establishment, should become wet, that would be a serious matter. It
was, in fact, his only suit and that will explain the anxiety with
which he scanned the heavens. Suddenly, Pluvius unloosed all the
fountains of the sky, and with scarcely a thought whither he was
going, Mr. Middleton darted into the first haven of refuge, a little
shop he happened to be just passing. As the door closed behind him
with the tinkle of a bell in some remote recess, for the first time
he realized that the place he had entered was utterly dark. His ears,
straining to their uttermost to make compensation for the inability
of his eyes to be of service to him in this juncture, could no more
than inform him that the place was utterly silent. But to his nose
came the powerful fragrance of strange foreign aromas such as he had
never had experience of before, —which, heavy and oppressive in
their cloying perfume, seemed the very breath of mystery. All traffic
had ceased without, as the night was well advanced and the rain beat
so heavily that the few whom  business or pleasure had
called abroad at that hour, had sought shelter. But though the rain
now fell with a steady roar, Mr. Middleton, perturbed by a nameless
disquiet, was about to rush forth into the tempest and seek other
shelter, when a door burst open and, outlined against a glare of
light, stood a gigantic man who said in a deep, low voice that seemed
to pervade every corner of the room and cause the air to shake in
slow vibrations…

About Wardon Allan Curtis:
(1867-1940) US author, a contributor to several pre-sf fiction magazines. His most important sf is a short Identity Transfer story about a brain transplant, ‘The Monster of Lake La Metrie’ (September 1899 Pearson’s), in which the brain is human and the recipient body that of a prehistoric survival – an elasmosaurus (see Dinosaurs) – from a bottomless lake that may lead into a Symmesian Hollow Earth. Curtis also wrote an Arabian Nights fantasy, ‘The Seal of Solomon the Great’ (February 1901 Argosy) and The Strange Adventures of Mr Middleton (coll 1903 ), which contains a mixture of Oriental fantasy and bizarre mystery.  (from Science Fiction Encyclopedia)