I'm currently reading One Hundred and Forty Five Stories in a Small Box: Hard to Admit and Harder to Escape, How the Water Feels to the Fishes, and Minor Robberies which is indeed three little hardcover books in a slipcase from McSweeneys with a title each from Sarah Manguso, Dave Eggers, Deb Olin Unferth.
It's all very short prose pieces, which is about the only way I can digest Eggers. I didn't know much about Manguso or Unferth before, but the whole thing recalls Lydia Davis. And in the new Believer Manguso interviews Lydia Davis.
The books are a good size for putting in one's pocket to read on the train, and the stories are short and therefore well suited for reading on the train.
I suspect that these stories are harder to write than they appear to be.