Looking for a horror movie, kind of rare..?

So I doubt anyone will know the movie, I am trying to look for it...
but it is a movie with 3 or 4 short horror movies and one of them was
a bit odd but I remember it like this..

A guy and a friend walk into a alley, and some gargoyle creature kills
his friend, and threatens to kill him but he talks the gargoyle into
not killing him as long as he doesn't kill him, then the man meets a
woman who he falls in love with, and they have kids, but eventually he
tells her the story, and his wife turns into the gargoyle creature and
he dies.

It was made in the late 80's or 90's, I am not sure.