Great Tales of Terror & the Supernatural ed Herbert A. Wise & Phyllis Fraser (Phyllis Cerf Wagner in later editions) (Hammond, Hammond & Co., 1949)
Tales of Terror
Honore de Balzac - La Grande Breteche
Edgar Allan Poe - The Black Cat
Edgar Allan Poe - The Facts in the Case of M. Valdemar
Wilkie Collins - A Terribly Strange Bed
Ambrose Bierce - The Boarded Window
Thomas Hardy - The Three Strangers
W. W. Jacobs - The Interruption
H. G. Wells - Pollock and the Porroh Man
H.G. Wells - The Sea Raiders
Saki - Sredni Vashtar
Alexander Woollcott - Moonlight Sonata
Conrad Aiken - Silent Snow, Secret Snow
Dorothy L. Sayers - Suspicion
Richard Connell - The Most Dangerous Game
Carl Stephenson - Leiningen versus the Ants
Michael Arlen - The Gentleman from America
William Faulkner - A Rose for Emily
Ernest Hemingway - The Killers
John Collier - Back for Christmas
Geoffrey Household - Taboo
Tales of the Supernatural
Edward Bulwer-Lytton - The Haunted and the Haunters
Nathaniel Hawthorne - Rappaccini's Daughter
Charles Collins & Charles Dickens - The Trial for Murder
Joseph Sheridan Le Fanu - Green Tea
Fitz-James O'Brien - What Was It?
Henry James - Sir Edmund Orme
Guy de Maupassant - The Horla
Guy de Maupassant - Was It a Dream?
F. Marion Crawford - The Screaming Skull
O. Henry - The Furnished Room
M. R. James - Casting the Runes
M.R. James - Oh, Whistle and I'll Come to You, My Lad
Edith Wharton - Afterward
W. W. Jacobs - The Monkey's Paw
Arthur Machen - The Great God Pan
Robert Hichens - How Love Came to Professor Guildea
Rudyard Kipling - The Return of Imray
Rudyard Kipling - "They"
Edward Lucas White - Lukundoo
E. F. Benson - Caterpillars
E. F. Benson - Mrs. Amworth
Algernon Blackwood - Ancient Sorceries
Algernon Blackwood - Confession
Saki - The Open Window
Oliver Onions - The Beckoning Fair One
Walter de la Mare - Out of the Deep
A. E. Coppard - Adam and Eve and Pinch Me
E. M. Forster - The Celestial Omnibus
Richard Middleton - The Ghost Ship
Karen Blixen - The Sailor-Boy's Tale
H. P. Lovecraft - The Rats in the Walls
H. P. Lovecraft - The Dunwich Horror
I couldn't find this elsewhere on the board so I've copied Paisleycravat's listing from Vault Mk1.
This has to be the best anthology of classic horror I've ever come across and as I slowly work my way through its 1000 plus pages, I thought I'd wax lyrical on some of the more memorable stories. The nice new hardcover edition I bought about five years ago can still be picked up for around £12-00 and I'd say it's well worth the investment.