A quick ten before I get up to go can my cherry plum and apple chutney:
"The Statement of Randolph Carter" - HPL, the first horror story I remember reading. It opened my eyes to a whole new world of reading. Found it at the school library in about 3rd or 4th grade.
"The Cats of Ulthar" - HPL, I'm a cat lover, what can I say.
"The Boogeyman" - Stephen King's story from Nightshift has stayed with me for over 35 years now. Great stuff!
"I am the Doorway" - Another Stephen King from Nightshift.
"Canavan's Backyard" - Joseph Payne Brennan, one of the quintessential 'they killed a witch and she cursed 'em with her dying breath' stories.
"Ishigbi" - Charles R. Saunders, an African variant on the 'were-wife' story, if I remember correctly. Could also be considered fantasy. Found it in an anthology called Hecate's Cauldron. Saunders did quite a few stories based in a fantasy Africa over a period of a few years.
"Sing a Last Song of Valdese", by the late Karl Edward Wagner, one of the Kane stories from Night Winds that is also a ghost story.
"Reflections for the Winter of My Soul" is another Wagner piece, longer, and a great werewolf / whodunit story, from Death Angel's Shadow. Many of the stories in these two books, while sword & sorcery, are also great horror pieces.
"The Cold Girl", Rachel Caine's story in the anthology Carniepunk. An awesome story!
"Painted Love", Rob Thurman's piece in Carniepunk, a wonderfully off-the-wall piece.
Enjoy!
Steven