Collected Ghost Stories by M.R. James
My rating: 3 of 5 stars
These really reminded me of Robertson Davies' ghost stories - very atmospheric, somewhat creepy, but not that scary. It helps to continually remind yourself that they were written in a very different time and style (think Victorian Era). And, obviously, your creep factor limits are going to differ from mine (my last book-induced nightmare was when I was 8, thanks to The Clue in the Dancing Puppet and Nancy Drew; I'm still trying to figure out how The Turn of the Screw is scary).
As I said, very atmospheric - set in odd corners of Jutland, France and England, often in manors or churches. There are a lot of weird objects (books, an ash-tree, a room that appears/disappears) and not a few letters from the past, with all those weird spellings and Capital letter in odd Places.
Perfect reading for a dark and stormy day (or night).