Tales of Men and Ghosts

Edith Wharton was one of the most remarkable women of her time, and her immense commercial and critical success-most notably with her novel "The Age of Innocence", which won a Pulitzer Prize-have long overshadowed her small but distinguished body of supernatural fiction. 
Some of her finest fantastic and detective work (which oft times overlap) was first collected in 1910 in "Tales of Men and Ghosts." 
The psychological horror is as important as the literal one here, and subtle ambiguities characterised by the best of Henry James's work (such as "The Turn of the Screw") are also present in Wharton's character studies, such as "The Bolted Door."

If you have never read Edith Wharton's fantasy work before, you will be captivated and delighted. Without a doubt, this is a landmark book.