The titular novella is a bravura performance; Oates lets you relax into a langorous "well perhaps nothing will actually happen" until Bluebeard's previous bride shows up and you realize that you're deeply, deeply in a trap, and you don't get out of it, not even at the last sentence.  The other stories revert to the mean somewhat. "Execution" could have used a whole additional act, but Oates has made her feckless narrator so worthless that it wouldn't have gotten anywhere.  Still, even an average Oates gothic is a wonder to behold.