The short story "Mouse", collected among other places in Smoke and Mirrors, is about a man who is buying a trap to get rid of the mouse in his house. He doesn't want to kill the mouse, so he buys a safe trap.
Meanwhile, at home, his wife seems pregnant. She goes away for what seems to be an abortion, and when she comes back, she complains about the pain. As she does so, her husband can't tolerate it and goes away.
In the kitchen, the trap has a mouse in it. The man can't kill it, so he takes it gently to his yard and sets the mouse free.
I don't remember if his wife actually being mentioned as pregnant, but it was my impression that she was getting an abortion. From the contrast in the treatment the protagonist shows to his wife (actually their unborn child) and to the mouse, it seemed to me that the story might be criticising abortion. This was most baffling, because I clearly remember Neil Gaiman mentioning1 a non-existing Sandman story, where we would see the dreams of an unborn baby about to be killed by an abortion, and he said that he didn't write the story because he didn't want it to be used as leverage to persuade young girls into keeping children they didn't want.
So right now Neil Gaiman seems to be pro-choice. Is this short story really anti-abortion?