Sheridan Le Fanu - The Watcher and Other Weird Stories (1894)
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Le Fanu isn't a discovery or oddity by any means but I couldn't resist including this posthumous collection with illustrations by his son Brinsley. How can you pass up stories titled "Passage in the Secret History of an Irish Countess" or "Strange Event in the Life of Schalken the Painter"? (If you want more Le Fanu then Delphi Classics has a huge ebook with pretty much everything and a book about him by E.F. Benson as well.)