I like Poe a whole lot.
Sarah Waters’ The Little Stranger is so creepy, I slept with the light on for a week. And there’s this internet email “this is tru u guiz omgggg” story that goes around called The Russian Sleep Experiment and I love it I really do it’s so messed up. I’d look it up and read it right now if it weren’t so late.
If The Yellow Wallpaper by Charlotte Perkins Gilman counts as a horror story then that is my favourite.