McKinley published "Imaginary Lands" in 1986 after a Manhattan ferry ride gave her the idea for the anthology. She joined eight other writers in providing short stories for the book, only one of which is hers, "The Stone Fey," about a young woman who builds a relationship with a mythical creature known as a fey.
In her 1994 book "A Knot in the Grain and Other Stories," McKinley penned five stories, each of which focuses on one main character. These characters include a young woman, a farmer, a troll, a princess and a young girl; they all encounter some type of enchantment or mystery or fantastical obstacle. The tales are "The Healer," written in 1982; "The Stagman," written in 1984; "Touk's House," penned in 1985; and "Buttercups" and the title story, "A Knot in the Grain," both written in 1994.
McKinley joined with her husband, Peter Dickinson, to write two collections of short stories with elemental themes. These are "Water: Tales of Elemental Spirits" and "Fire: Tales of Elemental Spirits." The first is a six-story compilation of tales involving water-related mythical and magical creatures. McKinley's contribution includes the stories "The Sea King's Son," "The Water Horse" and "A Pool in the Desert." The couple released the book in 2009.
McKinley released the second book in the elemental series, "Fire: Tales of Elemental Spirits," shortly after the first book in 2009. McKinley wrote two of the five stories in this book, "First Flight" and "Hellhound." The tales address a dragon ride and a mysterious dog, respectively, as well as focusing on the book's theme of fire.