There’s a story Stephen King can’t resist telling. He was shopping for cinnamon buns and potato chips one day when a woman approached him. She told him that she didn’t care for horror stories like the ones he wrote, and preferred uplifting stories, like “The Shawshank Redemption.” When Mr. King told her he wrote that, too, she didn’t believe him.

If there are any lingering doubts about Mr. King’s stylistic range, they should be put to rest by his new collection, “The Bazaar of Bad Dreams,” which features 20 stories that seem to touch on every genre imaginable, except for romance. There are crime and horror stories, a narrative poem and a grim western, along with realistic stories about marriage, aging and substance abuse.

The collection also functions as a companion of sorts to his 2000 book “On Writing: A Memoir of the Craft.” In his new book, Mr. King…