This may fall under the topic of science fiction rather than fantasy but help me anyway, please.

As avid science fiction readers I hope you can help me identify a short story I read as a kid maybe (gulp) 40 years ago. It has been in the back of my mind all these years and driving me nuts. I would love to find it and reread it. I can't remember the author but the story was in a compilation of 10 best short sci-fi stories or something like that. Probably published mid/late 50's or very early 60's. For some reason I think Heinlein or Assimov may have written an ediorial for the collection.
I've tried checking sites and BB's related to the topic but to no avail.
I scrolled throught the entire list of anthologies at one site and found about a half dozen possibilities but only titles were listed, no description of the story line.

Here's the gist of the story:
It's based on the idea that there is a parallel world that exists in the same space and time as ours. People who "disappear" actually step through "windows" into the other world. In the other world people are used as slaves by wolf-like creatures who rule that society. One individual enters the world to rescue others and I think succeeds leaving the "underworld" in turmoil.
That's all I remember and I hope that is accurate since the mind can get flakey after all those years.

If any of this rings a bell please let me know.
Thanks!