HELP identifying a dark/supernatural short story I read years ago in an anthology!!

[MRuckles]

This was a particularly creepy short story included in an anthology of dark/supernatural short stories. Here's what I recall: a lone man is standing at a train station (I believe snow is falling). He decides to seek a room for the night and takes a room at a local inn. Once upstairs in his room, he decides to read a book that's there in the room. He begins to read about a lone man standing at a train station in the snow...
So you get the idea. It's very atmospheric and isolated-feeling in mood. It's been years since I read it but I seem to recall that there may have been a "presence" following the man to the inn. I could be wrong about that. Any of you horror/short story fans know this one??
THANKS!!

[Ser Nevarc]

I don't know, but it sounds interesting. I'd also like to know

[qimissung]

I haven't heard of it, but it does sound good and eerie. If no one here knows, you might try Abe Books. They have a thread devoted to books or stories whose titles you have forgotten, and whenever I have posted a question there I've always gotten an answer fairly quickly.

[Calidore]

I'm curious too. If you do find it, please post the info here for everyone's benefit. Good luck!

[ennison]

It reminds of a Bierce story but I don't remember which one. I don't think your story was by Bierce but there was a strange story of his that was definitely set in a hotel or lodging house