How should you tell reader in what world your story takes place if you are writing a collection of short novels taking place in different world? Is it a problem if in some situations it's almost impossible to figure out exactly where the story takes place, or is that ok? And should you show and not tell even in that particular situation, or should you try to show? If you have to show, how do you do that?
Leave it to Imagination:
There's a reason I struggle with short stories. You have to be comfortable in a short story leaving a lot unsaid. But fantasy or sci-fi automatically implies different worlds and rules, so that isn't as hard as you might think.
- Limit change: Strange advice for alternate worlds, but a good short story allows the reader to fill in the world. Whatever element you ARE changing, make it specific. In science fiction, make ONE significant change. Fortunately, you can rely on the reader having read or seen sci-fi before, so space ships and teleporters can be fairly "normal." For fantasy, limit the changes from "classical" fantasy to a small change to allow the rest to fill in. So orcs are orcs, unless the whole point of the story is that the orcs AREN'T just orcs.
- Character-driven: Short stories can't be comprehensive, so you need to focus on the reactions of a single or extremely limited number of characters to get the reader involved. I recommend making short stories very character-driven, since it's easy to get the reader to imagine themselves as a specific person with concrete wants and needs. Losing yourself in the character means you aren't looking too hard at the man behind the curtain.
- Limit perspective: Don't fill in the entire world. Allow your reader to see only a tiny part, and fill in the rest. Try to keep the focus tiny and on what directly affects your characters. So you can have your vampire marine biologist alone in an underwater habitat, and the world is limited to what she can communicate with the outside, and what she can experience in the ocean around her.
- Ambiguous: It isn't good to have a character that knows more than the reader. So no complex magic systems in a short story, and any supernatural elements should be as mysterious to the character as the reader. That way, what ISN'T revealed is natural. The perfect example here is the movie Cloverfield. Weird stuff is going on, and the watcher only knows as much about a mysterious situation as the characters can see in the film.