Thanks Gobbt, that looks kind of interesting I think I'll have see if I can find it at a local bookstore and take a look. I love love love Gorey and have many of his books.
The funny thing is, it turns out I have one of those books - the Tristan and Iseult one (although mine was 95 cents, so later edition.)
So it makes me laugh, because I just took a quick look through it and they don't even mention who drew the cover. Some obscure artist they threw a couple of bucks at, I guess.