Still in my pre-Halloween warm up, (Heck it's always Halloween at my place) I've been reading the short stories of E.F. Benson. Benson was a British writer who wrote a couple of my favorite horror tales, Caterpillars and The Room in the Tower. But he wrote a lot more than that, and over the last couple of weeks I've been working my way through a Kindle collection, reading a story every other day or so and finding some real chillers. H.P. Lovecraft was fond of 'Negotium Perambulans', and having read it, I can see why it appealed to the Gentleman from Providence.
Another couple of good ones are 'The House With the Brick Kiln' and 'The Other Bed'. Benson's stories are very much those of a Victorian, but his prose isn't as mannered as someone like M. R. James. His horror tales are mostly written in a straight forward first person style that gives them the feeling of actual accounts, like someone who has experienced a terrible ordeal is telling you about it in confidence.
You can track down some of E.F. Benson's work on the web for free, but the collection I picked up was only 99 cents for 36 horror tales. Well worth your time.