I don't know how many here have heard of this before, but it was a set edited by Julian Hawthorne (Nathaniel Hawthorne's son), first published in 1909. It consisted of ten volumes of detective, mystery (in both the modern and the broader sense), and horror tales, and covered stories from all around the world and from ancient to modern sources. Though some of these (such as Crime and Punishment) were highly abridged, and others (such as Melmoth the Wanderer) were only excerpts, nonetheless this was an impressive selection of material -- enough so to not only have later reprintings, but to even be issued as an abridged, six-volume set (complete with new title and a shift in contents or two -- as I recall) some time later. Either has their share of afficionadoes, one of whom was, in fact, H. P. Lovecraft, who drew heavily on the Lock and Key Library for source material for his Supernatural Horror in Literature essay.
In this age of electronically-available literature, many (if not all) of these volume are once more available either free or for a minimal charge. I understand there's even a new paperback edition of nine volumes of the set (I don't know whether the tenth is available or not, but it doesn't look like it, which is a shame, as it had some material by, for example, Robert-Houdin, and was on "Real-Life Mysteries and Magic").
At any rate, for those who may be interested in taking a look, here's the TOC for the set (in the case of collections of tales or longer tales where separate titles are given for chapters, I've only given the overall title), along with links to some of the volumes... those I've found so far.
For the reader of older classics in these fields -- enjoy. For the newcomer whose curious -- I hope you find things here to whet your appetite for more.
And now, the main attraction:
Volume I: NORTH EUROPE -- Russian, Swedish, Danish, Hungarian
Alexander Sergeievitch Pushkin: The Queen of Hearts
Vera Jelihovsky: The General's Will
Feodor Mikhailovitch Dostoyevskey: Crime and Punishment (abridged)
Anton Chekhoff: The Safety Match
Vsevolod Vladimirovitch Krestovski: Knights of Industry
Jorgen Wilhelm Bergsoe: The Amputated Arms
Otto larssen: The Manuscript
Bernhard Severin Ingemann: The Sealed Room
Steen Steensen Blicher: The Rector of Veilbye
(Hungarian Mystery Stories)
Ference Molnar: The Living Death
Maurus Jokai: Thirteen at Table
Etienne Barsony: The Dancing Bear
Arthur Elck: The Tower Room
Volume II: MEDITERRANEAN -- Italian, Spanish, Oriental, Ancient Latin and Greek
(Part I. -- Italian and Spanish Mystery Stories)
I. M. Palmarini: Shadows
Camillo Boito: The Gray Spot
Giovanni Verga: The Stories of the Castle of Trezza
Antonio Focazzaro: The Imp in the Mirror
Luigi Capuana: The Deposition
Pedro de Alarcón: The Nail
Alfredo Oriani: The Moscow Theater Plot
(Part II. -- Oriental Mystery Stories)
Introduction by Charles Johnston: A Web of World-Old Oriental Tales
The Power of Eloquence (Japanese)
The Dishonest Goldsmith and the Ingenious Painter (Turkish)
The Craft of the Three Sharpers (Arabic)
The Cheerful Workman (Arabic)
The Robber and the Woman (Arabic)
The Wonderful Stone (Chinese)
The Weaver Who Became a Leach (Arabic)
Visākhā (Tibetan)
Told by the Constable (Arabic)
The Unjust Sentence (Chinese)
The Scar on the Throat (Arabic)
Devasmitá (Sanskrit)
The Sharpers and the Money-lender (Arabic)
The Withered Hand (Turkish)
The Melancholist and the Sharper (Arabic)
Lakshadatta and Lahdhadatta (Sanskrit)
The Cunning Crone (Arabic)
Judgment of a Solomon (Chinese)
The Sultan and His Three Sons (Arabic)
Tale of a Demon (Sanskrit)
The Jar of Olives and the Boy Kazi (Arabic)
Another Solomon (Chinese)
Calamity Ahmad and Habsolom Bazazah (Arabic)
A Man-Hating Maiden (Sanskrit)
Told by the Constable (Arabic)
The Clever Thief (Tibetan)
The King Who Made Mats (Persian)
The Brahman Who Lost His Treasure (Sanskrit)
The Duel of the Two Sharpers (Arabic)
The lady and the Kazi (Persian)
Mahaushadha (Tibetan)
Avicenna and the Observant Young Man (Turkish)
(Part III. -- Ancient Latin and Greek Mystery Stories)
Herodotus:
The Thief Versus King Rhampsinitus
The oracle -- Its Test by Croesus
The Oracle -- Its Repulse of the Persians
The Oracle -- Behind the Scenes
Lucius Apuleius: The Adventure of the Three Robbers
Pliny, the Younger: Letter to Sura
Volume III: GERMAN
Friedrich Spielhagen: The Skeleton in the House
Gustav Meyrink: The Man in the Bottle
Dietrich Theden: Christian Lahusen's Baron
Paul Heyse: Andrea Delfin
Wilhelm Hauff: The Singer
Ernest Theodor Amadeus Hoffman: The Deserted House
Karl Rosner: The Versegy Case
August Groner: The Story in the Notebook
Dietrich Theden: Well-Woven Evidence
Volume IV: CLASSIC FRENCH
Charles Nodier: Ines de Las Sierras
Honoré de Balzac:
An Episode of the Terror
Madame Firmiani
Z. Marcas
Melmoth Reconciled
The Conscript
François-Marie Arouet de Voltaire: Zadig the Babylonian
Alexandre Dumas: D'Artagnan, Detective
Volume V: MODERN FRENCH
Jules Claretie: The Crime of the Boulevard
Henri René Albert Guy de Maupassant:
The Necklace
The Man with the Pale Eyes
An Uncomfortable Bed
Ghosts
Fear
The Confession
The Horla, or Modern Ghosts
Pierre Mille: The Miracle of Zobéide
Villiers de L'Isle Adam: The Torture by Hope
Erckmann-Chatrian:
The Owl's Ear
The Invisible Eye
The Waters of Death
The Man-Wolf
Volume VI: FRENCH NOVELS
Victor Cherbuliez: Count Kostia
Paul Bourget: André Cornélis
Anonymous:
The Last of the Costellos
Lady Betty's Indiscretion
Volume VII: OLD TIME ENGLISH
Charles Dickens:
The Haunted House
No. 1 Branch Line: The Signal Man
Bulwer-Lytton:
The Haunted and the Haunters; or, The House and the Brain
The Incantation (from A Strange Story)
Thomas De Quincey: The Avenger
Charles Robert Maturin: Melmoth the Wanderer (excerpts)
Laurence Sterne: A Mystery with a Moral
William Makepeace Thackeray:
On Being Found Out
The Notch on the Ax
Anonymous:
Bourgonef
The Closed Cabinet
Volume VIII: MODERN ENGLISH
Rudyard Kipling:
My Own True Ghost Story
The Sending of Dana Da
In the House of Suddhoo
His Wedded Wife
A. Conan Doyle:
A Case of Identity
A Scandal in Bohemia
The Red-Headed League
Egerton Castle: The Baron's Quarry
Stanley J. Weyman: The Fowl in the Pot
Robert Louis Stevenson: The Pavilion on the Links
Wilkie Collins: The Dream Woman
Anonymous:
The Lost Duchesss
The Minor Canon
The Pipe
The Puzzle
The Great Valdez Sapphire
Volume IX: AMERICAN
Introduction by Julian Hawthorne: "Riddle Stories"
F. Marion Crawford: By the Waters of Paradise
Mary E. Wilkins Freeman: The Shadows on the Wall
Melville D. Post: The Corpus Delecti
Ambrose Bierce:
An Heiress from Redhorse
The Man and the Snake
Edgar Allan Poe:
The Oblong Box
The Gold-Bug
Washington Irving:
Wolfert Webber, or Golden Dreams
Adventure of the Black Fisherman
Fitzjames O'Brien:
The Golden Ingot
My Wife's Tempter
Nathaniel Hawthorne: The Minister's Black Veil
Anonymous: Horror: A True Tale
Volume X: REAL LIFE
(Part I)
Arthur Train: A Flight into Texas
P. H. Woodward: Adventures in the Secret Service of the Post-Office Department
Andrew Lang:
Saint-Germain the Deathless
The Man in the Iron Mask
(Part II. -- True Stories of Modern Magic)
M. Robert-Houdin: A Conjurer's Confessions
David P. Abbott: Fraudulent Spiritualism Unveiled
Hereward Carrington: More Tricks of "Spiritualism"
Anonymous: How Spirits Materialize
(Part III)
Charles Dickens: Inspector Bucket's Job
The Lock and Key Library - Project Gutenberg The Lock and Key Library - Project Gutenberg The Lock and Key Library - Project Gutenberg The Lock and Key Library - Project Gutenberg Project Gutenberg Edition of The Lock and Key Library: The Most Interesting Stories of All Nations (Volume IX: American) The Lock and Key Library - Project Gutenberg