I really like The Unwritten. I think I say that every time I review another volume of the series, but part of the reason I like it is because it takes some of the best parts of both Sandman and Fables and meshes them with a heaping helping of literature to make a compelling, interesting, thoughtful read.
I went into Orpheus in the Underworld with a bit of hesitation, since the story of Orpheus (which, yes, I realize is a part of Greek mythology and has been retold a number of times) was already redone very well in Sandman. I wondered what kind of chutzpah Carey had to try to ride on Neil Gaiman's coattails, but in the end, I was pleased with the way he wrote the story. In true Unwritten form, he deconstructed the idea of the story down to its basest elements which he then used to fuel the story of how to escape the Underworld.
(And you'd best stop here if you haven't read the collection yet, and want to. Seriously. What comes next can't be taken back, so proceed at your own risk.)
Part of Tommy's escape is to use the tale of Orpheus for his own gain, having the King of Hell banish him to the deepest realms if anyone looks back at him on their walk to the surface. So he makes plans to have someone in his group do that so he can find his way down to the source of the story world, to find what it is that powers Leviathan, so he can help cure its wound. To me, the source of the story world should be the heart of all stories, the beginnings of tales, and the big reveal, the source of all stories, winds up being the world of Fables.
So, in this volume we see Carey doing a lot of borrowing of other stories, not just to reinforce the idea of stories being a source of power, but as a means to cash in on the success of other stories. I'm willing to give him and the series a break to see where he's taking this twist (it occurs literally on the last page of the collection, so all we get is that reveal, with no context, and he's proven to be capable at this sort of thing before), but I'm not a big fan of crossovers. Hell, I'm not even big on overarching continuity, since I feel like it tends to do more harm than good when it comes to continued stories.
It might not be fair to judge the book by itself when it's clearly part of a larger story arc, but a lot of folks were hard on A Feast for Crows when they still liked the overall series of A Song of Ice and Fire. It might be better to wait to read this collection until volume nine comes out, just to get a better sense of the overall story.