Lacy Collison-Morley - Greek and Roman Ghost Stories (1912)
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Not really a collection of stories but more an overview of Greek and Roman opinions and beliefs in ghosts and related spirits (if you were ever curious about the difference between a lemure and a larvae this explains). For me this makes it all that more interesting. Drawing mainly from familiar sources (Suetonius, Plautus, Petronius, Lucian) though not always things you remember, it's one of those fun collections of assorted information and odd tales that are almost impossible to put down. The author also wrote books about more recent Italy including one on how Shakespeare was received and performed there.