A comic-book series by NeilGaiman. It ran for 75 issues and focused on the title character, Dream, sometimes called Morpheus. Dream is one of the Endless; his brothers and sisters are Death, Destiny, Desire, Delirium, Despair and Destruction.
Not a super hero title, it invariably gets lumped in with horror. In reality it is mostly literary fantasy with some horror elements. Critically acclaimed. Sandman #19, "A Midsummer Night's Dream" won the World Fantasy Award for Best Short Story in 1991, making it the first comic to win a literary award.
And the last one, as the rules have changed after Neil won the prize.
There was at least one Sandman series that preceded Gaiman's revival of the character, and there are a few connections between the old series and the new. See the Sandman annotations at http://theory.lcs.mit.edu/~wald/sandman-index.html, particularly those for "The Doll's House" storyline.
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