The Red Tree and The Drowning Girl are excellent. I posted a review of the latter here. I also reviewed her story collection, To Charles Fort, With Love. If you'd prefer something shorter, I found Agents of Dreamland deeply disturbing, which is to say I enjoyed it greatly. I also have Black Helicopters, another short work, but haven't read it yet. Just this year The Very Best of Caitlin R. Kiernan was published, a compilation of stories drawn from previous collections. I haven't read all of them but the ones I have read were quite good.