Published in The Idler, October 1894
Apart from the collaborations with his pal Eustace Miles, this is, as far as I know, the only time EFB collaborated on a story with other authors ~ I mean proper authors, each of them contributing a chapter to this adventure yarn. The full roster was:
(1) Jerome K. Jerome (1859-1927), co-editor of The Idler, which ran from 1892 to 1911, along with Robert Barr (1849-1912). The former is pretty much exclusively remembered these days for his humorous travelogue-novel Three Men in a Boat (1889); the latter is, sadly, almost entirely forgotten; both were very popular authors in their day, and writers of some fine humorous short stories. (Barr also wrote other kinds of fiction.)
(2) Eden Phillpotts (1862-1960), about whom I admit to knowing nothing.
(4) Frankfort Moore, aka Frank Frankfort Moore (1855-1931), an Irishman I'd never even heard of till today.
(5) Barry Pain (1864-1928), another excellent English humourist and writer of ghost stories who is sadly neglected these days.
Unfortunately, to date [23/05/14] I've not been able to lay my hands on a copy of the whole thing, just one chapter ~ not EFB's.
The Mystery of Black Rock Creek [...] is an Australian story, full of interest. The unravelling of the mystery is exceedingly cleverly done by Messrs J K Jerome, Eden Philpot [sic], E F Benson, E F Moore [sic] and Barry Pain, each of whom contributes a chapter.
~The Star [Guernsey], 09/10/1894
One of the features of [the October issue of The Idler] is a limited liability romance, entitled The Mystery of Black Rock Creek, in which five well-known writers take shares, Jerome K Jerome, Eden Philpotts [sic], E F Benson, E Frankfort Moore [sic], and Barry Pain are each responsible for a chapter. The result is a thrilling combination of mysterious horrors which will yield terrific delight to every lover of sensational romance. The story is illustrated by five artists, with rather curious results in some particulars. The bar-keeper and murderer Raynham appears in the first chapter with a full beard, Mr E Pegram being responsible for his picture. Chapter II is illustrated by a strong sketch by Mr James Greig, in which the beard is still visible. In Chapter III Mr A S Boyd presents the bar-keeper with clean cheeks and chin. The disappearance of his beard is one of the many mysteries of Black Rock Creek.
~The Arbroath Herald, 11/10/1894