Good Omens (with Terry Pratchett)  
Neverwhere (also a BBC television series)
Stardust (also in illustrated prose)  
American Gods

A few Co-written and created works:
Temps: By Gaiman and Alex Stewart, Roc 1991
Eurotemps: With Alex Stewart, Roc 1992
The Weerde:  Book 1, With Mary Gentle, Roc 1992
The Weerde:  Book 2, with Mary Gentle and Roz Kaveney, Roc 1993
Villians!  With Mary Gentle, Roc 1992

Anthologies  
Angels and Visitations, a Miscellany  
Smoke and Mirrors: Short Fictions and Illusions

Graphic Novels  
Violent Cases (with art by Dave McKean)  
Signal To Noise (with art by Dave McKean)  
Mr. Punch (with art by Dave McKean)  
Black Orchid (with art by Dave McKean)  
The Books of Magic  
Miracleman: The Golden Age  
Stardust (with art by Charles Vess)  

Sandman: Master of Dreams  
Preludes and Nocturnes
The Doll's House  
Dream Country  
Season of Mists  
A Game of You  
Fables and Reflections
Brief Lives
Worlds' End  
The Kindly Ones  
The Wake  
The Dream Hunters  
Death: The Time of Your Life
Death: The High Cost of Living
The Quotable Sandman (Not done by Neil)
The Sandman Companiaon, by Hy Bender

Children's Books  
The Day I Swapped my Dad for Two Goldfish  
The Wolves in the Walls (forthcoming)  
Coraline (forthcoming in May 2002)

Non-fiction
Duran Duran  
Don't Panic! (A Hitchhiker's Guide to the Galaxy companion)  

As Editor
The Sandman: Book of Dreams (with Ed Kramer)  
Now We are Sick (with Steve Jones)
Ghastly Beyond Belief (with Kim Newman)