Three Fingers, One Thumb by Stephen Volk
This story first appeared in the anthology Acquainted with the Night, published in 2004 by Ash Tree Press. I think it might have been the first time I'd encountered Volk's short fiction - I knew him primarily as a film and TV writer.
This very short story essays a trip to a Disneyland type theme park, where a young child goes missing. It's difficult to say much more without giving too much away, but the sense of parental panic gives was to a sort of creeping horror that possessses what I think is one of the best pay-offs in horror fiction. Trust me on this one: the ending's an absolute belter.
Volk's prose is crisp and unfussy; his characters are 100% believable, and the mood of the tale takes an abrupt lurch from realism to dark fantasy in the blink of an eyelid. I love this story. I wish I'd written it myself. And that's the biggest compliment a writer can give.