Every book of these I seem to find have a mix and match of urban and contemporary stories as well. When I read fantasy, I like to be immersed in the world straight away, instead of having a modern day character with added in fantasy elements.
Does anyone know any anthologies of traditional short stories and/or poems, with dragons, goblins, etc?
A few examples of fantasy books I did enjoy {listing all my favorites} are anything by Patricia McKillip {she did a collection of stories called Harrowing the Dragon I enjoyed}, Juliet Marillier {especially her book Wildwood Dancing}, The LOTR books, Chronicle of Narnia, Hans Christian Andersens, Perraults Complete Fairytales and Grimms Fairytales, His Dark Materials, The King Of Elfland's Daughter by Lord Dunsany, The Book of Ballads by Charles Vess, Stardust by Neil Gaiman, Thomas the Rhymer by Ellen Kushner, The Ladies of Grace Adieu and Other Stories by Susanna Clarke, The Map of Dreams by M. Rickert, In the Forest Of Forgetting by Theodora Goss, Goblin Moon by Teresa Edgerton, Faeries of Dreamdark: Blackbringer by Laini Taylor, Zimiamvia: A Trilogy by E.R. Edison, Gormenghast Trilogy by Mervyn Peake
 

  You should enjoy Unnatural Creatures, Neil Gaiman's brand new anthology of fantasy. I was very fortunate and was first on the list at our local library!