Horrormasters, an online free library of classical ghost/horror/occult stories. Cross-referenced by type (short story, novella, novel, poetry) and subject matter (ghosts, werewolves, seances, killers and sadists, body parts, etc.). Lovecraft, Poe, Shelley, Stoker, and many I've never heard of. Also some I wouldn't call horror at all - such as Northanger Abbey (teehee!) and Tess of the d'Urbervilles (unless you count crimes against happy endings as a horror device) - but a very cool resource all the same.
Now if you'll excuse me, I'm off to decide which to read next: George MacDonald's Lilith or Walter de la Mare's The Return.