In the introduction to the story, M.R. James states that "old-fashioned books" often refer to grandmothers telling ghost stories to children by the fireside in the winter. Unfortunately, none of those books give any details of those stories. In "An Evening's Entertainment", M.R. James imagines a story which an old woman would tell her grandchildren to give them a "pleasing terror". The story is about two men who are followers of a pagan religion and about the strange occurrences that happen after their violent deaths.