The Turn of the Screw, Henry James's 1898 short novel. When a governess goes to take care of two children, she believes she sees the ghosts of the previous governess and her master's valet.

W. W. Jacobs's "The Monkey's Paw" (1902). This short story is about a magical monkey's paw that will give bereaved parents three wishes. They wish that their son were alive again.

"A Haunted House" (1921), by Virginia Woolf, is a short story about two ghosts who come back to a house in which they had been very happy.

Elizabeth Bowen's "Pink May" (1945) concerns a woman who is cheating on her husband during wartime and is haunted by a female ghost. The marriage breaks up shortly thereafter.

"Mysterious Kor" (1945) is Elizabeth Bowen's short story about a woman and her soldier-lover who invent a mysterious city to distract themselves from wartime...