I also came across this discussion when looking up something about R. H. Malden's
Nine Ghosts, which will help to track down books containing some of the best classic supernatural fiction:
Amazon.com: "read the world's 50 greatest stories of the supernatural"
Incidentally... I heartily recommend Great Tales of Terror and the Supernatural... even though published back in the '40s, it still remains in print today, and continues as one of the best anthologies in the field ever published; over 1000 pages of great reading:
Amazon Online Reader : Great Tales of Terror and the Supernatural (Modern Library)
Also, The Haunted Omnibus, ed. by Alexander Lang:
The Haunted omnibus [WorldCat.org]