Every year, teenaged orphans dream that they might be one of the lucky girls adopted by Lord Nicola A. Bradherley. The honor means a place in the household as well as a spot in the famous Bradherley opera troupe, and many such as Diana, Ruby and others wish nothing more than to be chosen. However, what the girls don't know is that being picked means traveling to a brutal, horrifying fate that is worse than death...
Muol Reed, aka criminal no. 5722, has been condemned to life in jail for murdering his superior officer. But for some reason, instead of being hauled off to rot in prison, the ex-soldier is taken to an enormous graveyard guarded by a haggard old man and a slavering dog, and instructed to start digging. Muol assumes the enormous holes he's digging are mass graves for fallen soldiers, but that couldn’t be farther from the truth. For when a group of mysterious masked men arrive at the graveyard one day, the digger learns the truth about humanity's greatest enemy: the Dark.
Looking for another short story with an insane amount of gore/torture and a European-y feel? Check out this manga.
(Note- I couldn't stand Bradherley because it was pure torture porn without an interesting plot/sympathetic characters to hold it up, whereas I thought Sugar Dark was pretty good)