Yesterday I read Victorian Tales of Terror (published 1974), a collection edited by Hugh Lamb.  I was preparing for Halloween and the chills and thrills I got in reading these great old stories were perfect!  No one tells a ghost story better than the Victorians did; they did not resort to crude and graphic descriptions of blood and gore, they used words to create bone-chilling atmosphere and hair-raising situations of restless (and sometimes evil) souls and the bizarre phenomena the ghosts occasioned to demonstrate their unhappiness in the afterlife.

Great writers like Dickens and J.H. Riddell, and De Maupassant are included, as well as the American Ambrose Bierce (the only tale with sickening physical descriptions) and writers from throughout the British isles that I am not familiar with.  The writers all told very different stories (unlike many collections of ghost stories, which are so horribly repetitive) and all share the ability to tell a great story, create a chill in the soul, and yet also give hearty and satisfying resolution at the end (restless souls appeased), thereby allowing sleep to come when I finally finished up the book close to midnight, and was ready for bed.

Another great collection of ghost stories is The Ghost Stories of Edith Wharton, published by Scribner.