This very brief tale is set on a planet that’s gravitationally locked so that the same side faces the light all the time. This is an intriguing thought since it means that the sun is stationary in the sky as long as you don’t travel and some portion of the planet is bathed in perpetual darkness and hasn’t seen the light of day in millions of years. All the really prime real estate, of course, is on the edges where it’s neither too hot nor too cold and the sun is perpetually in the act of setting (or rising, depending on how you chose to look at it).
The author makes delightful use of this when assigning names to geographical locales. The City-of-Long-Shadows, unsurprisingly, rests on the edge of night and day while the dark, mysterious and eponymous Weep-For-Day resides in an area so devoid of sunlight that no amount of lachrymosity will bring back the sun. These murky depths are the home of the shadowy, ebony creatures known simply as: Nightmares.
Risking spoilers, I’d say the real point of the author’s story is an old one in science fiction. The Nightmare creatures represent a fearful unknown. They reside, risking a cliche, in The Undiscovered Country and as humanity is wont to do, we fill in the mysterious with the most dreadful reality that we can imagine. As the story’s 13 pages wear on, we find that the Nightmare beasts aren’t nearly so unknown and therefore aren’t nearly so scary. In fact from some viewpoints it might just be those who sun themselves in the unending light of day that are more to be feared than the murksome denizens of the black pit of night.
You can read the teaser for this on the Asimov website or do as I did and just go buy the 30th Anniversary collection of the year’s best SciFi.