Here's another one of those big '30s anthologies - The Mammoth Book of Thrillers, Ghosts and Mysteries, ed J.M. Parrish and John R. Crossland (Odhams, 1936).
Contents
A.J. Alan, The Diver
Michael Arlen, The Ghoul of Golders Green
Arnold Bennett, The Murder of the Mandarin
J.D. Beresford, Powers of the Air
Aolgernon Blackwood, Keeping His Promise
gerald Bullett, Death's Farm
G.K. Chesterton, The Hammer of God
Agatha Christie, The Blue Geranium
Joseph Conrad, The Secret Sharer
A.E. Coppard, The Tiger
Walter de la Mare, The Looking Glass
Guy de Maupassant, The Hostelry
Lord Dunsany, A large Diamond
Jeffrey Farnol, The Cupboard
J.S. Fletcher, The Other sense
Pamela Hansford Johnson, Ghost of Honour
O. Henry, Roads of Destiny
C.D. Heriot, The Trapdoor
C.F. Hoffman, Ben Blower's Story
Tom Hood, The Shadow of a Shade
Aldous Huxley, The Dwarfs
Washington Irving, Guests from Gibbet Island
M.R. james, The Mezzotint
Jerome K. Jerome, The dancing Partner
D.H. Lawrence, The Woman Who Rode Away
Somerset Maugham, Honolulu
Oliver Onions, Rooun
Barry pain, The Green Light
Eden Phillpotts, The Iron Pineapple
J.B. Priestley, The Demon King
Alexander Pushkin, The Queen of Spades
Sir Arthur Quiller-Couch, The Seventh man
Saki, Laura
W.B. Seabrook, Goat-Cry, Girl-Cry
May Sinclair, The Mahatma's Story
H. de Vere Stacpoole, Deep in the Forest
R.L. Stevenson, The Island of Voices
Edgar Wallace, Man of the Night
Hugh Walpole, Major Wilbraham
H.G. Wells, The Inexperienced Ghost
Rebecca West, The salt of the Earth
Anon., The Tale of a Gas-Light Ghost
E.F. Benson, The Confession of Charles Linkworth
Ambrose Bierce, The Moonlit Road
L.P. Hartley, A Visitor From Down Under
W.H. Hodgson, The Voice in the Night
W.W. Jacobs, His Brother's Keeper
Edgar Allen Poe, Berenice
A.E.D. Smith, The Coat
Bram Stoker, The Squaw
P.C. Wren, Presentiments
Quite a strong collection. And of course, after typing all that out I bet it's on here somewhere!