Black Glass by Karen Joy Fowler (out of print). Fowler's uncanny short stories are so psychologically sharp that you may feel she wrote them with a scalpel. Black Glass includes one of my very favorites, in which a stranger at a bar offers a woman a chance to slip into an alternate universe via one of the restrooms.
There Once Lived a Woman Who Tried to Kill Her Neighbor's Baby by Ludmilla Petrushevskaya (Penguin, $16). These are contemporary Russian fairy tales written by a short-story master. Petrushevskaya has a brisk, matter-of-fact style that you instinctively cede authority to, as if she were a tour guide to a place (where are we? who turned out the lights? did something just touch my hand?) that you were always meant to go.
Vampires in the Lemon Grove by Karen Russell (Vintage, $15). Russell's stories have a velvety, luminous quality to them, as if you're reading them under a black light. She brings a satisfying mix of Old World melancholy and New World goofiness to her take on vampires. "Proving Up" is an American ghost story so saturated with menace that it practically leaves a stain on your fingers.
The Beautiful Thing That Awaits Us All by Laird Barron (Night Shade, $16). Not a collection for the squeamish, perhaps. You have the sense that Barron is peeling back the skin of the world so that you can see the terrible machinery that lies underneath.
Dark Entries by Robert Aickman (Faber & Faber, $12). Aickman's "Ringing the Changes," a story about a honeymoon in an English seaside town, has haunted me for three decades. Read this collection late at night for best effect.
The Weird edited by Ann and Jeff VanderMeer (Tor, $30). An absolutely essential and international survey of the best of the uncanny, from Ryunosuke Akutagawa's "The Hell Screen" to Michael Shea's "The Autopsy." It's also quite hefty, which means you can wedge it against your bedroom door at night, after you turn out the lights, so that nothing can come creeping in.