Ambrose Bierce 
Present at a Hanging and Other Ghost Stories [EPUB ebook] 

Present at a Hanging isn't one of Bierce's most well known stories, but it should be. A peddler stops by the house of old man Baker one day in Lebanon, Iowa. Making arrangements to stay at the Baker home that night, the peddler is never seen again. Neighbours believe it's a case of murder, but is it something more sinister? The answer unfolds seven years later with the appearance of an apparition on the bridge near the Baker farm. The only thing more mysterious than the fate of the peddler in Present at a Hanging is Bierce's own disappearance in real life. He was serving as an observer with Pancho Villa's army in 1913/14 when he disappeared, his fate unknown to this day.