He first attracted notice with the novella "The Events at Poroth Farm" (1972), in which a college lecturer, isolated in the countryside and reading horror literature for teaching in the next semester, gradually realises that genuine supernatural horror is taking place around him. The story is notable for the insidious way in which the narrator's responses to the works he is reading (including those of Charles Robert Maturin, Ann Radcliffe, Monk Lewis, Le Fanu, Bram Stoker, Aleister Crowley, and Shirley Jackson) are conflated with his impressions of the supernatural threat.
In 1984 Klein published the novel
The Ceremonies, which uses the same basic plot as the novella to more expansive ends; the threat this time is not to one man or one community, but to the entire world.
The Ceremonies takes up and elaborates upon some of the mysteries of Arthur Machen's story "The White People" and is called "a modern classic" in an essay by Thomas F. Monteleone in the book
Horror: 100 Best Books. A second novel,
Nighttown, was announced by Klein soon afterwards and described by him in
Faces of Fear as "a paranoid horror novel set entirely in New York City", but has not appeared.
In 1985 Klein published the collection
Dark Gods, which includes four novellas:
- "Children of the Kingdom", set in part during the New York City blackout of 1977, and which dealt with hollow earth lore and hostile creatures hiding in the shadows of New York; first published in the anthology Dark Forces;
- "Petey", about a madman's monstrous "pet" which brings a well-to-do, middle-class housewarming to an unpleasant conclusion;
- "Black Man with a Horn", a tale in the vein of Lovecraft which treats of an elderly horror writer (modelled on Frank Belknap Long) and his discoveries about the dreaded Tcho-Tcho people;
- and "Nadelman's God", about a man who finds that an overwrought poem he wrote as an adolescent has been used as an incantation to bring a monstrous deity to life.
Klein also wrote the screenplay for Dario Argento's 1993 film
Trauma, which starred Asia Argento and Piper Laurie.
Klein has written two critical essays on weird fiction:
Dr Van Helsing's Handy Guide to Ghost Stories (1981), a series of articles for
Twilight Zone magazine; and
Raising Goosebumps for Fun and Profit (1988), originally written for
Writer's Digest. A critical essay on Klein's own work can be found in S. T. Joshi's book.