This piece begins with a sense of leisure and time: the day is ending for you, a docent who provides tours of a historical home for the rare visitor. The sense of place and setting are excellent--this could easily be modeled after any of a dozen small historical museums from New England.
Tension builds quickly (especially with the recommended background audio), and continues to a satisfyingly creepy and unsettling finish. The pacing and plotting are both well done.
The one area I wish Veeder had spent more time on was in fleshing out the protagonist and giving us a greater sense of who we are, and what the stakes mean to us, although I suppose some of this is done in the implications. I do wish there was a little more characterization, typically a stronger point in his work.