Horror is one of the most beloved genres in literature. Writers like Stephen King and H.P. Lovecraft have made horror visceral and approachable. However, some people like their horror with a quick punch rather than as a long tale. That is what horror short story anthologies are for. The following are single author anthologies, but there are great collections available that include several writers each.
More Scary Stories to Tell in the Dark by Alvin Schwartz
Unfortunately, it seemed the thing to do to include only one of the Scary Stories to Tell in the Dark series. That is not because only one is good, but because only one is necessary to put this series on the map. I chose More Scary Stories to Tell in the Dark because it contains The Bride, which is my favorite of all these spooky tales. It is written by Alvin Schwartz and illustrated surreally by Stephen Gammell. This is the only collection on this list that is geared toward children. Of course, its status as a children's book is widely challenged because of its violent and gory content. Needless to say, kids love it. I know I did.
Skeleton Crew by Stephen King
Skeleton Crew is a short story anthology by best-selling horror author Stephen King. Some of the stories contained within it are largely psychological, such as The Jaunt. Other stories contain that characteristic in-your-face horror that has made Stephen King a living legend, such as The Mist. This book is a constant hit and never miss.
The Dunwich Horror and Others by H.P. Lovecraft
Since you are reading this, you probably do not need an introduction to Lovecraft. However, if you are experiencing a sudden craving for horror that you have never indulged, thus you do not know of him, read his work. That is all the introduction needed. As for The Dunwich Horror and Others, it is a short story collection typical of Lovecraft. By typical, I mean it is quite awesome. His use of the English language never fails and certainly does not here. Creeping prose, vivid imagery and an instinct for fear make Lovecraft the best of the best. This collection is proof of that. Story of Note: The Call of Cthulhu
Clive Barker's Books of Blood
All right, I said I only added one by Alvin Schwartz for a reason, but one cannot mention the Books of Blood without just chucking them all in for good measure. Some of Clive Barker's horror has gone on to become teen screams, but not in the way one would expect. It is just that he appeals to that audience, not that he has half-naked teen girls in his stories. However, the Books of Blood cater to any audience. I have to suggest that readers start from the beginning so they understand the literal meaning of the collection's name.
Please feel free to leave your horror short story anthology suggestions in the comments or even tell me why you hate mine.