I've been listening to a lot of ghost stories recently, and some of the best ones are listed below.
The trick with ghost stories seems to be not to write about ghosts, but to write about fear.
After all nobody has seen a ghost, but everyone has felt frightened.
The Empty House by Algernon Blackwood does this fantastically, and I strongly recommend you don't listen to this alone in an old house.
All of these stories are from librivox.org, a marvellous site where volunteers read out-of-copyright books. One of the great things about librivox is the range of accents and sounds-of-voices reading the stories - each time a new story starts, you think to yourself "that's strange voice", but then the story kicks in and by the end you can't imagine hearing it read any other way.
Most of the readers at the moment are American, which is very helpful for English ghost stories like The Empty House, giving them a lot more force and vitality. Read in the plummy English accent that I imagine them being originally written in, and in which they'd be read on BBC Radio 4 by some national treasure like Stephen Fry, they would be too close to a Ripping Yarns style pastiche.
The Empty House by Algernon Blackwood
[the very best version on librivox of this cracking story is read by an American woman, but I can't find that version anywhere, so this will do.]
The Judge’s House by Bram Stoker
Man-size in Marble by E. Nesbitt
The Shadows on the Wall by Mary E. Wilkins Freeman
[this is the Jane Austen one, unspoken fear and hatred in a family hierarchy in which the eldest brother's word is law]
all found here.
The Room in the Tower by E. F. Benson
Here.
A Dreadful Night by Edwin Lester Arnold
[really creepy horror because all the monsters are real, and it sounds like it could be true]
Here.
