An interesting list I found at Google Books in a volume entitled Stephen King from A to Z. I've provide links for all the pieces, including links to their complete online texts if available.
Ghost Story (1979) - Peter Straub
Dracula (1897) - Bram Stoker
The Haunting of Hill House (1959) - Shirley Jackson
The Strange Case of Dr. Jekyll and Mr. Hyde* (1886) - Robert Louis Stevenson
Burnt Offerings (1973) - Robert Marasco
"Casting the Runes" (1911) - M.R. James
"The Two Bottles Of Relish" (1932) - Lord Dunsany
"The Great God Pan" (1894) - Arthur Machen
"The Upper Berth" (1894) - F. Marion Crawford
"The Colour Out of Space" (1927) - H.P. Lovecraft
*The link is to a very thoroughly annotated version of the novella at Wikisource
Poster for the 1931 film version of Stevenson's tale.
(Anybody know the artist on this one? It's signed, but I can't quite make it out ("Norley", maybe?))
Ms. Jackson's long-awaited first volume in the Library of America