Thirty Strange Stories by H. G. Wells

Thirty stories of science fiction, fantasy, horror, terror, and suspense.  A number of them have sudden, frightening endings, while some of them make you wonder about the story long after you've read it.  Recommended.

The King in Yellow by Robert W. Chambers

The King in Yellow is a collection of short stories written by Robert W. Chambers and published in 1895. The stories could be categorized as early horror fiction or Victorian Gothic fiction, but the work also touches on mythology, fantasy, mystery, science fiction and romance. The first four stories in the collection involve an imaginary two-act play of the same title.

Wieland by Charles Brockden Brown

 

Wieland by Charles Brockden Brown

Wieland: or, The Transformation: An American Tale, usually simply called Wieland, is the first major work by Charles Brockden Brown. First published in 1798, it distinguishes the true beginning of his career as a writer. Wieland is the first – and most famous – American Gothic novel. It has often been linked to Caleb Williams by William Godwin. Godwin's influence is clear, but Brown's writing is unique in its style. Wieland is often categorized under several subgenres other than gothic fiction, including horror, psychological fiction and epistolary fiction. Set sometime between the French and Indian War and the American Revolutionary War, Wieland details the horrible events that befall Clara Wieland and her brother Theodore's family. Clara and Theodore's father was a German immigrant who founded his own religion; he came to America just before the American Revolution with the conviction to spread his religion to the indigenous people. When he fails at this task, he believes he has also failed his deity. One night, as he worships in his bare, reclusive temple, he seems to spontaneously combust, after which his health rapidly deteriorates and he dies. His children inherit his property, which is divided equally between them. Theodore marries their childhood friend, Catharine Pleyel, and they have four children. 
Soon, Theodore begins to hear voices and Catharine's brother, Henry Pleyel, begins to hear them, too. Though at first doubtful of the voices that the men claim to hear, Clara also begins to hear a strange voice. The mysterious Carwin appears on the scene ( To continue would be a spoiler!) . 

The Great God Pan by Arthur Machen

 The Great God Pan by Arthur Machen

"The Great God Pan" is a novella by Welsh writer Arthur Machen. A version of the story was published in the magazine The Whirlwind in 1890, and Machen revised and extended it for its book publication (together with another story, "The Inmost Light") in 1894. On publication it was widely denounced by the press as degenerate and horrific because of its decadent style and sexual content, although it has since garnered a reputation as a classic of horror. Machen’s story was only one of many at the time to focus on the Greek God Pan as a useful symbol for the power of nature and paganism. The title was possibly inspired by the poem "A Musical Instrument" published in 1862 by Elizabeth Barrett Browning, in which the first line of every stanza ends "... the great god Pan."

Clarke agrees, somewhat unwillingly, to bear witness to a strange experiment performed by his friend, Dr. Raymond. The ultimate goal of the doctor is to open the mind of man so that he may experience the spiritual world, an experience he calls "seeing the great god Pan". He performs the experiment, which involves minor brain surgery, on a young woman named Mary. She awakens from the operation awed and terrified but quickly becomes "a hopeless idiot".

Years later, Clarke learns of a beautiful but sinister girl named Helen Vaughan, who is reported to have caused a series of mysterious happenings in her town. She spends much of her time in the woods near her house, where a young boy stumbles across her talking to a strange man one day; the boy becomes hysterical and later, after seeing a Roman statue of a satyr's head, becomes permanently feeble-minded. Helen also befriends a neighbour girl, Rachel, whom she leads several times into the woods. On one occasion Rachel returns home distraught; afterward, she returns to the woods and disappears forever.....That is all we can tell right now, it might be a spoiler.

 A Thin Ghost by M.R. James

Five horrifying ghost tales by M. R. James. Try reading this late at night during a thunderstorm.