From 1899-1900 he edited the journal Folklore, and from 1890 to 1916 he edited multiple collections of fairy tales - English Fairy Tales (1890), Celtic Fairy Tales (1892 anthology), More Celtic Fairy Tales (1894), More English Fairy Tales (1894), Indian Fairy Tales (1912), European Folk and Fairy Tales (also known as Europa's Fairy Book) (1916) - which were published with distinguished illustrations by John Dickson Batten. He was inspired in this by the Brothers Grimm and the romantic nationalism common in folklorists of his age; he wished English children to have access to English fairy tales, whereas they were chiefly reading French and German tales; in his own words, "What Perrault began, the Grimms completed."
Although he collected many tales under the name of fairy tales, many of them are unusual sorts of tales. Binnorie (in English Fairy Tales) and Tamlane (in More English Fairy Tales) are prose versions of ballads, The Old Woman and Her Pig (in English Fairy Tales) is a nursery rhyme, Henny-Penny (in English Fairy Tales) is a fable, and The Buried Moon (in More English Fairy Tales) has mythic overtones to an extent unusual in fairy tales. According to his own analysis of English Fairy Tales, "Of the eighty-seven tales contained in my two volumes, thirty-eight are Märchen proper, ten sagas or legends, nineteen drolls, four cumulative stories, six beast tales, and ten nonsense stories."