Montague Rhodes James (1862 - 1936) better known simply as M R James, was a noted British medieval scholar and provost of King's College, Cambridge (1905-1918) and of Eton College (1918-1936). He is best remembered, however, for his ghost stories which are widely regarded, by myself included, as among the finest in English literature.
His works are chilling and frightening but without being gory.
There is nothing quite like lying in bed on a dark winters night and dipping into a tale of supernatural terrors. Of course, subsequently getting to sleep might be another matter!
The complete list of stories is:
Canon Alberic's Scrapbook
The Ash Tree
Oh, Whistle, and I'll Come to You, My Lad
The Treasure of Abbot Thomas
A School Story
The Rose Garden
The Tractate Middoth
Casting the Runes
The Stalls of Barchester Cathedral
Mr Humphreys and His Inheritance
The Residence at Whitminster
The Diary of Mr Poynter
An Episode of Cathedral History
The Story of a Disappearance and an Appearance
The Haunted Dolls' House
The Uncommon Prayer-Book
A Neighbour's Landmark
A View from a Hill
A Warning to the Curious
An Evening's Entertainment
There was a Man Dwelt by a Churchyard
After Dark in the Playing Fields
The Malice of Inanimate Objects
Also of interest may be Tales of Unease
, a collection of spooky stories by Sir Arthur Conan Doyle. Well worth a read.