The Phantom Rickshaw

The Phantom 'Rickshaw and other Eerie Tales (1888) is a collection of haunting tales by Rudyard Kipling. The celebrated Nobel prize winner wrote this collection while living in British controlled India, and they're all set there in one way or another. In the title story, Jack, who's had an affair, ditches his wife for the other woman. When his wife dies, her ghost appears, and Jack is terrified. The other stories are well conceived, fast paced and fun. They don't feature any local flavor, like any Indian myths or legends, which could have rounded out the collection.

These tales stem from the fact that Kipling was an inherent believer: his sister was a medium who involved herself in weird trance three ways with other mediums (whom she'd never met). So clearly a fascination for ghosts and the hereafter ran in the family. This would later play out even further when Kipling's son and daughter died, and his desire to believe in life after death increased. This collection however was written before these tragedies occurred, so they're more often than not on the happier side.