I do the same thing-- my halloween costume is a majr undertaking.

Great Tales of Terror and the Supernatural is a book my parents had lying around the house, in an unused cabinet in the den, way back before I could even read, which contained W.W. Jacobs's "The Monkey's Paw"; Saki's "Sredni Vashtar" and "The Open Window"; Richard Connell's "The Most Dangerous Game"; Conrad Aiken's "Silent Snow, Secret Snow"; Arthur Machen's "The Great God Pan"; Wilkie Collins ("A Terribly Strange Bed"), Henry James ("Sir Edmund Orme"), Guy de Maupassant ("Was It a Dream?"), O. Henry ("The Furnished Room"), Rudyard Kipling ("They"), and H.G. Wells ("Pollock and the Porroh Man") Algernon Blackwood ("Ancient Sorceries"), Walter de la Mare ("Out of the Deep"), E.M. Forster ("The Celestial Omnibus"), Isak Dinesen ("The Sailor-Boys Tale"), H.P. Lovecraft ("The Dunwich Horror"), Dorothy L. Sayers ("Suspicion"), and Ernest Hemingway ("The Killers").

In one anthology I read a story by Winston Churchill (yes, the Prime Minister) about a fun-loving man who falls overboard while partying on an ocean liner, and slowly comes to realize, as the ship sails away and he sobers up in the middle of the Atlantic, that he is doomed. Another story, the Wendigo is about cannibalism in the snows, and the old-fashioned, wood-cut illustrations really creeped me out.