Some Days You Get the Bear by Lawrence Block

The bear is on the prowl in many different guises.  He may be the master thief stealing into Graceland, an intense young passenger experimenting in terror, or a psychiatrist haunted by his patient's nightmare.  Or maybe he's beautiful, lethal woman in a blood-red scarf.  So beware of the this huge, dangerous beast.  Because first he will enthrall you.. and then he will strike.