Mine was The Thing in the Cellar by David H. Keller. I was deeply rattled by the suggestion of an enormous cellar in a huge house so cluttered by its previous owners that its new homeowners couldn't even glimpse what was in the furthest reaches of the cellar. The terrified little boy in the family (and I think the family dog, of course) senses something is back there. They call in a no-nonsense psychiatrist who talks the father into forcing the child to confront and conquer his "irrational" fears by making him sit at the top of the cellar stairs alone for several hours, with horrific results. No horror story has ever had as great an effect on me. Most stories of this era (early 1930s) feel dated to me but this one does not. It was from this book. I was probably the same age as the kid in the story when I read it.