I've been trying for years to find a sci fi story I read as a kid. It had a stranded alien using shape shifting abilities to stalk and eat people in a town or city. The main character figures out that this is happening to people at dusk, and decides to inform the authorities. He goes to mail a letter to the government, but he's made a mistake and gone out as it's getting dark. The story ends with the character realizing the mail box is breathing on his hand.
I thought I remembered it being in an anthology with Fredric Brown's "The Star Mouse," but I may have been mistaken.