The Bishop of Hell and Other Stories by Marjorie Bowen

These are some really delightfully creepy ghost stories, set mostly in the various eras from the 17th to the 19th century. I wouldn't say they're very exceptional, but they're well-written and exciting. They reminded me a lot of Vernon Lee, especially because some of them remain really vague at the end. They also have some of Lee's carefully crafted style. Some of them are not really ghost stories at all, but have explicable solutions, which are still really creepy and horrifying. I don't think Bowen ranks first in early 20th century horror, but she's quite entertaining.