tl;dr version: Read the stories by Unamuno, Dostoevsky, and Ellison. The other selections are so abstract that their arguments are incomprehensible.
In this anthology's introduction, editor Gordon Marino says that the reader will be "shaking hands" with several prominent figures in the existentialist tradition. As I read the book, I felt like a blind man groping for their hands while Marino, in exasperation, screamed, "No, his hand is to your left! No, your other left!" I did not connect with Kierkegaard, Nietzsche, Heidegger, Sartre, Camus, or de Beauvoir. The problem is clarity: each writer begins with an abstraction, such as Kierkegaard's "The self is a relation that relates itself to itself," and then, rather than clarifying the abstraction with concrete examples, continues to build layers of additional abstractions that confuse, rather than illuminate, the writer's position. "The self is a relation that relates itself to itself" might be a perfectly fine way to begin an argument. Unfortunately, Kierkegaard is never any clearer than that, so for me at least, the argument never moves beyond the baffling abstraction it begins with.
The more I read, the more it seemed as if these writers couldn't quite grasp what they were trying to say and, unable to pin their ideas down in concrete language, simply spewed abstract nonsense until they wore themselves out. However, the confusing nature of many of the selections may not be entirely the fault of their authors. Many of these writings, Kierkegaard's especially, appear to have been responses to other philosophers that Marino chose to leave out. Perhaps if the editor had included, for example, the works by Hegel that Kierkegaard was responding to, Kierkegaard's own positions might have been more understandable. On the other hand, I know a literature professor who regards Kierkegaard and Nietzsche, confusing as they are, as good writers, while a friend in a political philosophy class condemns Hegel as a man incapable of saying what he means. Perhaps Hegel's inclusion would have shed little light on Kierkegaard, and by extension, perhaps including more writers would have offered little additional clarity overall.
Ah, why am I dancing around the real problem? I suspect that I am simply too stupid to understand philosophy. This is the existential crisis that drew me to this book to begin with: I am smart enough to understand that life is pointless, but too stupid to understand the solution as presented in books such as this one. Much as I would like to quit writing this review now and drown my existential blues in intoxicating beverages, a sense of fairness compels me to mention that this book was not a complete loss for me. The literary selections by Unamuno, Dostoevsky, and Ellison make the book worthwhile. Each is beautifully told in its own unique way, though the standout is Unamuno's "Saint Manuel Bueno, Martyr." This story captures a crisis of religious faith in simple but compelling prose. The other stories are excellent, too. I was already acquainted with one of my favorite Russian authors, Dostoevsky, and I plan to read Ralph Ellison's Invisible Man, represented in this collection by its prologue, as soon as my library can borrow a copy for me. If reading Kierkegaard and the other philosophers is like wearing fogged over eyeglasses into a blizzard and hoping for the best, reading Unamuno, Dostoevsky and Ellison is like sitting back in the heated passenger seat of a comfortable car, as each storyteller steers through the snow with deftness. Their characters' existential landscapes roll by through the defrosted windshield, and though we are safe in their skilled hands, when we press against the glass during difficult turns, the harshness of their worlds sting our palms.