More than plot, or even character, it's dialogue that drives the stories of director John Sayles. From the 1980 title tale, Dillinger in Hollywood, to this year's ''Terminal Lounge,'' Sayles gives his people the space to sit and reminisce about happier times. And it's always happier times in the past, as a sheen of melancholy coats the entire collection. In ''Peeling,'' a group of women shucking crawfish at a Louisiana gumbo shack mourn the fathers they never knew or the lovers who got away. And the barkeep in ''Terminal Lounge'' absorbs the sorrow of his customers while hiding a big hurt of his own. Despite slight misfires, such as the pat ending of ''The Halfway Diner,'' Sayles achieves some happy times for readers, too.