Henry James is best known as a novelist, but he was also a prolific writer of short stories - or 'tales' as he called them. He wrote over a hundred, and he was particularly fond of ghost stories, which enjoyed something of a vogue at the end of the nineteenth century. His most famous is The Jolly Corner, which is the story of a man who returns to New York after living for thirty years in Europe. He visits his old family home, which he has inherited, and wonders what would have become of him if he had stayed. Wandering round the old house late at night, he gets the feeling that his 'other self' is waiting for hi. Then he finds a room with the door open ... I won't spoil the rest of the story for you.
He could even write ghost stories which are amusing, if not actually funny. In The Third Person two elderly spinsters inherit an old house in Kent. They are so enthusiastic about its antiquity they convince themselves it must be haunted, and start to compete with each other for sightings of the resident ghost. And Sir Edmund Orme even has a benevolent ghost whose purpose is to protect bachelors from being ill-treated by a woman, as he once was. However, he does manage to scare her mother to death.