I recently read the full run of Neil Gaiman's comic series The Sandman. And let me say, there is a reason why The Sandman is, despite its genre, considered true literature by many (not the least because, Neil Gaiman).
Anyway. There is simply not enough pure Sandman fanfiction out there. But I'm supposed to run a Sherlock-based review blog here, so below, after some comments, I have a few Sandmanlock fics for your perusal.
But first... the aforementioned comments. Since this is an examination of the Sandmanlock crossover. If you've been active in the Sherlock fandom for long enough, you'll have run into plenty of Neil Gaiman connections. For one thing, Neil Gaiman has fairly Sherlock-y hair. Or perhaps Sherlock has Neil Gaiman-y hair. I don't particularly care. The radio play version of Neil Gaiman's Neverwhere includes Benedict Cumberbatch in the cast. Gaiman has also written a quite well-known Sherlock Holmes pastiche called A Study in Emerald.
The Sandman seems to particularly lend itself to Sherlock crossover. Benedict's Sherlock actually bears a passing resemblance to Morpheus, also known as Dream, or the Sandman. There's been talk about casting Benedict as the title character in a possible film adaptation of The Sandman, but then again, there's talk about everything. I can only hope. Sherlock and Morpheus are also similar in character. They attempt to distance themselves from becoming close to others, can be unintentionally (and sometimes intentionally) cruel, have few true friends, and have difficult relationships with their siblings.
Some Sandmanlock fiction (for this post, only one-shots. I haven't gotten around to reading anything longer recently):
Game Over by shinodabear: An ensemble fic set post-Sandman, no particular time in Sherlock canon, and featuring a rather original integration of Arthur Conan Doyle's stories.
Ensign Scott's rating: 3.5 out of 5
Constant Companion by xtinethepirate: A John-centric fic in which John meets Death of the Endless long before he meets Sherlock and they become, surprisingly enough, something like friends.
Ensign Scott's rating: 4 out of 5
A Point of View by khilari: A post-Sandman fic in which Sherlock encounters some of the Endless and discovers exactly how he is different from other humans... because the last time he died, he didn't, he just made a sort of trade.
Ensign Scott's rating: 4 out of 5
Sherlock/Sandman Crossovers with Unconscionably Long Titles by tepidspongebath: A currently-incomplete series of Sandmanlock one-shots in which various characters from Sherlock encounter various members of the Endless family.
Ensign Scott's rating: 3.5 out of 5