Check out the website of The Haunted River, a small press devoted to strange and supernatural fiction - the best of which, according to them, should conform to the Three-N rule: nebulous, numinous, nerve-jangling. This seems to me to be an excellent set of criteria. The kind of authors they are promoting seem to fit the criteria very well: Joan Aiken, Algernon Blackwood and the like. Very interesting. I very much enjoyed Joan Aiken's Midnight is a Place as a child.
In particular I am intrigued by The Dreams of Cardinal Vittorini & Other Strange Stories by Reggie Oliver (who pointed out the Haunted River website to me when I contacted him about his excellent Stella Gibbons website).
The Three-N rule also puts me in mind of the collections by Alberto Manguel of strange stories - Black Water and White Fire.