Dorothy Scarborough (ed) - Humorous Ghost Stories (1921)
Project Gutenberg link
After publishing her dissertation The Supernatural in Modern English Fiction (it's quite readable) Scarborough edited two anthologies of ghost stories. This is the more unusual one as it focuses on the comic and I've always had a weakness for these types of stories. Opening with Oscar Wilde's "The Canterville Ghost" it runs through some familiar writers such as Frank Stockton, Washington Irving and Theophile Gautier to some half-forgotten (Gelett Burgess) and others I've never heard of.
Note: Since posting this I've actually read the book and it's a mixed bag. First warning is that there's some racial humor (including one story entirely in dialect) which is not unexpected from something of this date but still a definite negative. The Wilde is easily the best thing here but there are several other amusing stories including fake ghosts, a ghost extinguisher and a ghost ship that's stuck in the middle of a town. Many are not what I would consider humorous (no proto-Beetlejuice) but like the Gautier lean towards the light-hearted. But there's also one story that's a straightforward and rather violent not-at-all-funny ghost story and something from the Ingoldsby legends that's completely incomprehensible.