Sarah Waters is the author of THE LITTLE STRANGER, a ghost story.
The Monkey's Paw" by WW Jacobs
This is one of the most anthologised of all ghost stories, and its "be careful what you wish for" message has become one of the clichés of the genre. Every time I read it, I realise how economical it is: we never see the son who, summoned up by the diabolical power of the monkey's paw, has dragged his mangled body out of its grave and back to his parents' house; we only hear his baleful knocks at the door. But it's the anticipation that makes it so hair-raisingly good.
Carmilla by Sheridan Le Fanu
This story of a beautiful revenant and her fascination with teenage girls is about a vampire rather than a ghost, but it can't be beaten. Most memorable is the "very strange agony" into which her voluptuous wooing plunges the story's unworldly narrator: "Sometimes it was as if warm lips kissed me, and longer and more lovingly as they reached my throat . . ."
A Pale View of Hills by Kazuo Ishiguro
As far as I know, none of Ishiguro's fiction is actively supernatural, but his novels have a brilliant strangeness to them, which makes reading them always an unnerving experience. Here his Nagasaki-born narrator has become so detached from her own traumatic past, she has effectively turned it into someone else's life. As in many great ghost stories, the result is a tightly controlled narrative surface, with half-glimpsed, terrifying depths.
The Yellow Wallpaper by Charlotte Perkins Gilman
This is a brilliant depiction of a woman's decent into insanity. But the room in which its unnamed protagonist slowly loses her wits is definitely a "haunted" one: the ghosts are other women, trying furiously but fruitlessly to "shake the bars" of the claustrophobic patterns in which they are trapped.
"The Specialist's Hat" by Kelly Link
All of Link's stories are wonderfully odd and original. Some are also quite scary - and this, from her collection Stranger Things Happen, is very scary indeed. It's the story of 10-year-old twin girls in a haunted American mansion, being instructed by an enigmatic babysitter just what it means to be "dead".
The Haunting of Hill House by Shirley Jackson
The definitive haunted house story, and one of the novels that inspired a fabulously scary film, the 1963 The Haunting (1963).
The Turn of the Screw by Henry James
I'm not really much of a James fan, but I think this has to be on my list, if only because the story - of a lonely governess whose charges may or may not be being haunted by the ghosts of wicked servants - has been such an influential one. As far as chills go, I actually prefer the two films for which it provided the inspiration: the 1961 The Innocents, with a fragile Deborah Kerr, and The Others (2001), with a demented Nicole Kidman.
"The Demon Lover" by Elizabeth Bowen
In many of her novels and stories, Bowen beautifully captures the eerie atmosphere of wartime London, with its blitzed, abandoned houses. In this story, a middle-aged woman tries to evade an assignation with the sinister soldier fiancé, lost to her many years before.
The Woman in Black by Susan Hill
Watching a BBC adaptation of this several Christmases ago, I got so frightened, I was sick. Admittedly, I had eaten a lot of Christmas pudding - but Hill's story is terrifying, a classic of the genre. The "woman with the wasted face", made so malevolent by the loss of her own infant that she destroys the children of others, is a fantastic creation.
Beloved by Toni Morrison
"Not a house in the country ain't packed to its rafters with some dead Negro's grief," one of the characters points out, when Sethe, the novel's protagonist, suggests fleeing from the spiteful spirit inhabiting her home. One of the great fictional studies of slavery and its scars, Beloved is also a sublime literary ghost story: a meditation on the ways in which individuals and communities - an entire nation - can be haunted by the violence and injustice of the past.
How do these stack up for you? I've only read four, sadly.