Tales that Frightened your Grandparents:
The Body-Snatcher - Robert Louis Stevenson
The Story of a Terribly Strange Bed - Wilkie Collins
The Tell Tale Heart - Edgar Allan Poe
Madam Crowl's Ghost - Andrew Lang
Man-Size in Marble - E Nesbit

Tales that Scared your Parents:
Dracula's Guest - Bram Stoker
The Valley of the Spiders - HG Wells
The Haunted Doll's House - MR James
The Middle Toe of the Right Foot - Ambrose Bierce
The Transfer - Algernon Blackwood
The Lamp - Agatha Christie

Tales that will Horrify You:
The Lonesome Place - August Derleth
Close Behind Him - John Wyndham
Enoch - Robert Bloch
Same Time, Same Place - Mervyn Peake
The Small Assassin - Ray Bradbury
Furry Night - Joan Aiken