You might appreciate this anthology, Dr. Strange. Each story is followed by a skeptical afterword written by Asimov, plus a list of additional readings.
Isaac Asimov, Martin H. Greenberg, and Charles G. Waugh (ed.) - Isaac Asimov Presents Tales of the Occult (1989, Prometheus Books)
Isaac Asimov - Introduction: The Occult
1. After-Death Experiences: H.G. Wells - Under the Knife
2. Astrology: Rudyard Kipling - Children of the Zodiac
3. Clairvoyance: Henry Slesar - The Girl Who Found Things
4. Death Portents: Gertrude Henderson - The Emigrant Banshee
5. Devil Worship: Nathaniel Hawthorne - Young Goodman Brown
6. Doppelgangers: Helen McCloy- Through a Glass, Darkly
7. Dumb Supper: Kris Neville - Dumb Supper
8. Evil Eye: Edgar Allan Poe- The Tell-Tale Heart
9. Exorcism: Edward Bulwer-Lytton - The House and the Brain
10. Hand of Glory: Manly Wade Wellman - The Dead Man's Hand
11. Life Bonds and Tokens: Ray Bradbury - The Scythe
12. Personality Transfer: Arthur Conan Doyle - The Great Keinplatz Experiment
13. Possession: Fritz Leiber- Do You Know Dave Wenzel?
14. Precognition: W. F. Harvey - August Heat
15. Prophecies Fulfilled: Cornell Woolrich - Speak to Me of Death
16. Reading the Future: Avram Davidson - The Women Who Thought She Could Read
17. Reincarnation: C. L. Moore - Tryst in Time
18. Seances: John Hay - The Blood Seedling
19. Soul Travel: Robert W. Chambers - The Tracer of Lost Persons and the Seal of Solomon Cypher
20. Sympathetic Magic: August Derleth - Miss Esperson
21. Telepathy: Judith Merril - Peeping Tom
22. Will Control: Edith Wharton - The Moving Finger
Asimov writes that the Bradbury story is his favorite among the ones included in the anthology. I recommend Neville's "Dumb Supper" and Woolrich's "Speak to Me of Death" to anyone who hasn't read them. I also have a sneaking fondness for Robert W. Chambers' brand of shlock.