October 22: Waking the Moon by Elizabeth Hand (1994)
They never found her. Nothing at all: no clothes, no jewelry, no bones or teeth or locks of auburn hair.
By the door the two figures remained still. I slitted my eyes, afraid that they would see that I was awake, be moved by the reflection of starlight in my pupils to reach for me with those terrible arms. Still they said nothing, only stood there unmoving, watching, waiting.