Sandman, episode 5: 24/7.
I know a lot of critics seem to be raving over it, and it's one of those ones where.. the acting is good, Thewliss being Thewliss, it all ties into the story they're working for John Dee... But at the same time it's very compressed and feels more like 3 hours rather than 24 and they lose a lot of the disturbing, creepy, horror of the story.
The fan made film of that story a few years back pretty much hit the ball out of the park for that mind-bending insanity horror, and maybe that's the comparison that keeps lingering in my head.
But I do think that episode 6: The Sound of Her Wings is probably my favorite one out of the batch.
They have the chemistry of Death and Dream down pat, and the White Horse Pub every century for the meetings with Hob Gadling are pretty pitch perfect and carry all the emotions.