If you want to be spooked like Betty Grable, visit the following short story collections at the Classic Fiction Archive (selected by Steve Miller, for maximum spookiness:
"The Brazilian Cat and Other Tales" by Sir Arthur Conan Doyle
"The Complete Re-Animator" by H.P. Lovecraft
"The Oblong Box and Other Tales" by Edgar Allan Poe
"The Valley of Spiders and Other Tales" by H.G. Wells
