I was reading the TV Tropes entry for The Bluebeard and it made me recall a short story (probably less than 20 pages) I read probably in the early 2000s, I think part of a mystery anthology. The protagonist is an older woman, well-off, possibly a widow herself. She meets an extremely charming older gentleman and, for some reason, gets suspicious of him, so she starts investigating his past, and comes to find that he's hiding several previous marriages, the women of which each died, leaving him a widower who inherits their estate. And in the end... she decides to stay, figuring that now that she knows what he plans to do, she can avoid it, leaving him more and more nervous about her. And, ultimately, she figures she's already led a long and interesting life, so if she dies, it's not a great loss. I think she's also set things up so that, if she dies, people get notified of what she's learned so that he can't pull this off after her.
I might have read it in an Alfred Hitchcock anthology, although it also seems like the sort of black humor that might fit Harry Harrison (who wrote several novels about crime mysteries) and there's a faint part of me that wants to tie it to Agatha Christie.