Here's a list of what I believe are some of the best ghost stories I've come across. I use the term 'ghost story' fairly loosely. Let's say these are stories concerned with visits by, or encounters with, presences who may be considered as from beyond any earthly plot, such as the caller in Joyce Carol Oates' unsettling story. I'm leaving out novels for now, though I was delighted to be invited to write an introduction to a forthcoming special edition of one of the greatest ghost novels I've read, Thomas Tessier's Fog Heart. The best ghost stories may not always be the scariest, but those are the ones I prefer. I also enjoy the occasional merging of ghost and horror story (as in Bowen's 'Demon' or Greene's 'Little Place...'), but I have zero interest in 'splatter' or 'shock' horror; such relish in blood-letting always seems to me to be the equivalent of cheap CGI, i.e. non-special effects.
Please feel free to add, but only stories that scared you shitless (or at least gave you a genuine shiver, the sensation of someone walking over your grave):
Elizabeth Bowen: 'The Demon Lover'
Joyce Carol Oates: 'Where Is Here?'
Ray Bradbury: 'The Emissary'
M.R. James: 'Oh, Whistle, And I'll Come To You, My Lad', 'A School Story'
Graham Greene: 'A Little Place Off the Edgeware Road', 'The End of the Party'
Rosemary Timperley: 'Harry'
Stephen King: '1048', 'The Man in the Black Suit', 'Gramma'
Robert Hichens: 'How Love Came to Professor Guildea'
Roddy Doyle: 'The Pram'
A.M. Burrage: 'The Sweeper'
H.G. Wells: 'The Red Room'
L.P. Hartley: 'WS'
Joe Hill: 'Last Breath'
A few of the writers on this list, such as M.R. James or Joyce Carol Oates, have probably written so many good ghost/scary stories that deserve their own lists. And I am certain that I have forgotten many stories by other writers that are perhaps as good as these. I simply put down those I found unforgettable.
A note on how I structured the list: I have placed Elizabeth Bowen's 'The Demon Lover' at the top of the list because it is marvellous, one of the most beautifully written (and disturbing) stories I've ever read. Oates' is another gem so it comes second, etcetera.
Roald Dahl published what may well be the best anthology of ghost stories a couple of decades ago (I'd love to see a better one), simply called 'Roald Dahl's Book of Ghost Stories'. In his intro he noted that some of the very greatest ghost stories are by women, such as Timperley's 'Harry', which Dahl's book introduced me to. I think every good writer attempts at least one from time to time, and Roddy Doyle's 'The Pram' is an excellent newcomer.
The title of my forthcoming collection (of poetry rather than ghost stories) is 'Haunt'.