"The Bone Man", Frederic S. Durbin

NT F&SF (Fantasy & Science Fiction) December 2007 – dark fantasy
A creepy man called Conlin is sidetracked to a small American town with a strangely unmemorable name. It happens to be the day of the Hallowe’en Parade which features the Bone Man, a dancing skeleton. Apparently not everyone can see the Bone Man.

This story depicts its setting well. The protagonist's unsettling past is revealed. The ending takes a decidedly dark turn.