In just a few pages, Jim Shepard's short stories do the work of entire novels in capturing different places and times. Taylor Antrim on the most ambitious story writer around.

Short-story writers almost never get described as ambitious. Brave maybe—for soldiering away at a little-read form—but reviewers save "ambitious" for novelists, chiefly men, those who pile up pages while ranging far and wide in their work: the William T. Vollmanns, the Michael Chabons, the David Mitchells, the architects of the literary world. Short-story writers are more like watchmakers, loupes on, tiny screwdrivers out, laboring to make their 25-page machines tick. I'm sure watchmaking isn't easy, but would you call it ambitious?

And yet there's no better word for Jim Shepard, who thinks big and writes short, without a doubt the most ambitious story writer in America (he's also written novels, but is better known for the shorter form). I'm also tempted to call him underappreciated (show me a short-story writer who isn't), but then his previous collection, 2007's Like You'd Understand, Anyway, did win rave reviews pretty much everywhere and became a National Book Award finalist. That last accolade is a shame in a way, given the stats on consecutive N.B.A. nominations; Shepard's new one, You Think That's Bad, is even better than its celebrated predecessor. He's funnier in these 11 stories, stylistically more loose and limber, and so transporting in his flights of imagination that you nearly miss how sad his little book is.

And I mean little: 11 stories, 250-odd pages, standard short-story numbers except these tales aren't about the unhappy couple down the block—but rather an avalanche researcher in 1939 Switzerland, a flood-management engineer in pre-apocalyptic Rotterdam, a body-servant to a psychopathic aristocrat in 15th-century France. Premises and settings most novelists would labor to do justice to over hundreds of pages, after years of research, possibly a Fulbright or two, Shepard skillfully colors in with a few thousand words, spinning out a narrative you can read over your lunch break.

The opener won't even take you that long. "Minotaur" is about a man lost in the Department of Defense's "black world," a shadowy province of classified surveillance projects, next-generation weapons, and "infowar." The latter, according to the narrator, means this: "We can convince a surface-to-air missile that it's a Maytag dryer. Tell an over-the-horizon radar array that it's through for the day, or that it wants to play music. And we've got lookdown capabilities that can tell you from space whether your aunt's having a Diet Coke or a regular." So much superhuman capability, and yet the narrator can't handle marriage. Out at a bar with his wife, he runs into an old colleague, and in a humorous exchange of ricocheting dialogue, a nasty, marriage-ending secret emerges. Foundering marriages becomes something of a theme as the collection goes on; in "The Netherlands Lives With Water" the aforementioned flood-management engineer secrets a nest egg away from his wife, who's casting about for tuition for their music-conservatory-bound son. It's not that the narrator doesn't love them both; rather some self-sabotaging instinct has taken hold. And familial love can't keep an apocalyptic flood, thrillingly described, from slamming in.

The book’s cast of characters runs from a particle physicist (“Low-Hanging Fruit”) to Japanese special-effects expert (“Gojira, King of the Monsters”) to a doltishly murderous Army vet (“Boys Town”).

The destructive force of the natural world figures too in "Happy With Crocodiles," a World-War II story that effectively evokes the killing heat of a New Guinea jungle in the summer. In "Poland Is Watching," Shepard does similarly skillful work with a Himalayan storm battering a Polish mountaineering team: At 8,000 meters, the Jet Stream "sounds like a giant's flapping bed sheets as hard as he can."

The book's cast of characters runs from a particle physicist ("Low-Hanging Fruit") to Japanese special effects expert ("Gojira, King of the Monsters") to a doltishly murderous Army vet ("Boys Town"). Shepard's versatility is impressive—and yet all of these men suffer from a similar emotional affliction: stuntedness, excessive detachment, a longing to roll back time. I happen to find male melancholy endlessly fascinating (being male, and periodically melancholy), but does everyone? I did start to wonder if Shepard's deployment of one wildly exotic setting after another is meant to distract us from the narrowness of his emotional concerns.

But anyway—those wildly exotic settings! Shepard's work is a welcome reminder that fiction needn't be a walk around the precincts of a writer's experience—needn't be write what you know. On his acknowledgments page, Shepard credits all the sources, from Climate Changes and Dutch Water Management to The Japanese Earthquake of 1923, that helped him write his stories. The long list of books leaves the wrong impression, I think. You Think That's Bad doesn't get written with a library card. In every story, Shepard sets his imagination (and ambition) at full throttle. In every story he lets his fancy run.

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Taylor Antrim is fiction critic for The Daily Beast and the author of the novel The Headmaster Ritual .