Not classic horror per se, but about one of the true classics of the genre: M. R. James:
Warnings to the Curious: Criticism on MR James - Hippocampus Press
This is the first such book, I believe, devoted exclusively to his ghostly tales, and thus long overdue. There is also a link to a very interesting review, for those who would like more information... and a lot of the scholars represented here are both very good as scholars, and often very entertaining and fascinating to read....