Fitcher's Brides (The Fairy Tale Series)
is based on a particularly Grimm variant of Bluebeard. This rendition fills in the details with a religious cult and obscure mountain settlement, which makes a rather logical backdrop for the story.
The magical elements are very sparse, and although it's not precisely a happy ending, it's satisfying in the same way as Fitcher's Birds. I was genuinely spooked a few times -- I had to lock my doors and turn some lights on as I was reading. For the most part the writing was excellent, though a bit on the flowery side for my tastes. There was only one sentence that reminded me of a bad romance novel ("He devoured her with his eyes"), but I have to admit even so that it wasn't used quite as I would have expected.
My overall impressions were favorable. Although this is not a happy-princess-fairytale, it's worth reading if you like the darker stories.