"Originally published in single magazine form"--T.p. verso.
v. 1. The Sandman #1-20
v. 2. The Sandman #21-39.
OBNB doesn't sell books, but you may be able to find a copy at one of these websites:
The annotated Sandman by Neil Gaiman. ISBN 9781401235666. Published by DC Comics in 2011. Publication and catalogue information, links to buy online and reader comments.
