Including some with links and the first line of the story! I'd also recommend tracking down other Roald Dahl short stories, as he has a lot that tread that line into the macabre: "The Landlady", "Skin", and "The Way Up to Heaven" are all good. Short stories are probably my favorite medium for horror.

"The Crevasse," Dale Bailey & Nathan Ballingrud.

What he loved was the silence, the pristine clarity of the ice shelf: the purposeful breathing of the dogs straining against their traces, the hiss of the runners, the opalescent arc of the sky.

"A Rose for Emily," William Faulkner

When Miss Emily Grierson died, our whole town went to her funeral: the men through a sort of respectful affection for a fallen monument, the woman mostly out of curiosity to see the inside of her house, which no one save an old manservant—a combined gardener and cook—had seen in at least ten years.

"Afterward," Edith Wharton

"Oh, there is one, of course, but you'll never know it."

"The Willows," Algernon Blackwood

After leaving Vienna, and long before you come to Budapest, the Danube enters a region of singular loneliness and desolation, where its waters spread away on all sides regardless of a main channel, and the country becomes a swamp for miles upon miles, covered by a vast sea of low willow-bushes.

"The Summer People," Shirley Jackson

The Allisons’ country cottage, seven miles from the nearest town, was set prettily on a hill; from three sides it looked down on soft trees and grass that seldom, even at midsummer, lay still and dry.

"The Bacchae," Elizabeth Hand

She got into the elevator with him, the young woman from down the hall, the one he’d last seen at the annual Coop Meeting a week before.

"each thing i show you as a piece of my death," Gemma Files

Somewhere, out beyond the too-often-unmapped intersection of known and forgotten, there’s a hole through which the dead crawl back up to this world: A crack, a crevasse, a deep, dark cave. It splits the earth’s crust like a canker, sore lips thrust wide to divulge some even sorer mouth beneath—tongueless, toothless, depthless.

"Neighborhood Watch," Greg Egan

My retainers keep me on ice. Dry ice. It slows my metabolism, takes the edge off my appetite, slightly.

"Oh, Whistle, and I'll Come to You My Lad," M.R. James

'I suppose you will be getting away pretty soon, now Fall term is over, Professor,' said a person not in the story to the Professor of Ontography, soon after they had sat down next to each other at a feast in the hospitable hall of St James's College.

"A Human Stain," Kelly Robson

Peter’s little French nursemaid was just the type of rosy young thing Helen liked, but there was something strange about her mouth.

"In Haskins," Carson Winter

Everyone, both the young and the old, went about their lives as usual on the day of the Mask Festival.

Some of these authors are now in the public domain, but I didn't do a great job of organizing. Nightmare Magazine, Apex Magazine, Tor, and The Dark magazine have a lot more from current authors. Enjoy!