Barry Pain & Charlotte Perkins Gilman 
Classic Supernatural Stories [EPUB ebook] 
A masterful collection containing all types of supernatural tales

Over the long course of literature there are many stories which stand out, maybe jump out would be a better analogy in this context, with a theme from another world, the other side, a world we usually cannot see but which can take over our personal space in a blink of irrational thought. Reason tends to dissolve and instead panic and fear become our likely partners. And this is all before we actually journey along the awkward story path the author has devised for us.