Salon nails the gist of Oblivion:
With his new story collection, David Foster Wallace has perfected a particularly subtle form of horror story ? so subtle, in fact, that to judge from the book?s reviews, few of his readers even realize that?s what these stories are.
Exactly right. It?s Stephen King for the literary crowd. In many of the stories, there?s always something lurking off frame?the oblivion, as it were. Wallace knows, as does Scott McCloud, that what happens between the frames makes the narrative. Wallace never shows us the monster?the reader just gets glimpses of its shadow and is left with a feeling of unease. As opposed to the horror movies of today with their gore and choreographed multimedia frights, the seeming normalcy of Wallace?s stories set the reader up for a later sense of discomfort.