I just got word that my short story "Fluorescence" will be appearing in the July issue of The Harrow. No, I didn't submit to them just because they have one of the most elegant looking logos for their site or because of the simple gracefulness of their design sensibilities -- but it helped.
The story started from wondering what would be the most unlikely place to find a lurking horror. I decided that the humming fluorescent lights of the average megaoffice building might be a challenging setting to try. Of course, a chance to slip in a gratuitous mention of McSorley's was just gravy. This story has been kicking around a while; there were a few swift rejects as well as a few editors who kept it for a while before ultimately rejecting it.
As Octavia Butler said, persist.