The stories in the collection first appeared in 1993. The collection first appeared in paperback and hardback in 1994.
Warning: Wikipedia contains spoilers
Like volumes 3 and 6, Dream Country and Fables and Reflections, this is a collection of (mostly) single-issue short stories, mostly not directly related to the main storyline of the series. Unlike those collections, however, the issues in World's End were clearly written with this end in mind, and as a set form a frame tale.
This is the story of Brant Tucker and Charlene Mooney, who are involved in a car crash during what seems to be a snowstorm (in June). Charlene is badly hurt, and Brant is directed by a Mysterious Voice to a strange inn - "Worlds' End, a free house", as the pub sign outside declares it. It transpires later that this is one of four inns where travellers between dimensions, between realms and kingdoms, shelter during reality storms - the consequences of particularly momentous events. Throughout the reading of the collection, then, the reader is aware that some kind of momentous event has occurred, and the conclusion of the collection gives us an inkling of what it is; the revellers at the inn gather by its windows to watch a funeral procession cross the sky, which ends with Death looking sadly into the inn and then looking down sadly at her crossed hands, as the crescent moon behind her slowly turns red.
The stories within the collection are each narrated by a different person during a storytelling session at the inn; as the introduction notes, this is very similar to the device used in Chaucer's Canterbury Tales. This gives each a distinct style both in the telling and in the illustration, with the collection drawn together by the short sequences between stories set at the inn itself.
The first story is perhaps the most unique in graphical style; it eschews the traditional comic style, with linked panels containing speech bubbles and panels which narrate the story. The narration appears as prose, with illustrations interrupting to provide snapshots of the action in the story. It concerns a city dweller who finds himself one day in what he believes to be the dream of the city in which he lives, where he encounters another stranded city dweller, Morpheus, and a woman who looks like Death, but who Gaiman has said is not.
The second story is a fantasy adventure yarn, spun by the flamboyant representative of Faerie introduced in Season of Mists, Cluracan. He is sent to the city Aurelian to represent the interests of Faerie in the political upheavals currently occurring in that distant place, and causes uproar with a prophecy to the ruler of Aurelian. He is imprisoned as a consequence, but freed by Morpheus, who is alerted to his plight by Cluracan's sister, Nuala, currently in his service. Using his powers of disguise, he provokes the inhabitants of Aurelian to rebellion against their corpulent and corrupt ruler.
The third is a sea shanty told by a girl who poses as a boy, Jim, in order to be able to go to sea. It concerns the difficulties presented by extraordinary truths, and reintroduces Hob Gadling, whose story is first told in The Doll's House.
The fourth story is a story about America, told to Brant alone by a man he meets upstairs in the inn. An intriguing manipulation of the history of 1960s and 1970s America, among other tricks it turns the famous hippie happy face symbol into the entity who runs this particular America. In this America, Nixon is not re-elected in 1972; instead, he is succeeded by a young man named Prez Rickard, as American youth - allowed to vote for the first time with the lowering of voting age to 18 - get behind one of their own. Prez is a great president, averting Middle East conflict and the energy crisis and putting America's house in order. Prez is ultimately a Messiah figure for the American dream; young, perfect, idealistic and brilliant, and therefore essentially fleeting and transitory.
The fifth story is told by an apprentice from the necropolis Litharge, a city devoted to the dead; its inhabitants know countless methods of burial from limitless realms and cultures. The most complex of the stories in Worlds' End, at one point it itself features a storytelling session - thus leading to stories within a story within a story. Petrefax tells of his apprenticeship, and relates the stories told by other masters and apprentices at an air burial to which he is sent. One of these features Destruction, who tells of an earlier, less fastidious necropolis; this story, and the one that follows it, is important to events in the tenth collection, The Wake.