Present at a Hanging and Other Ghost Stories: Ambroce Bierce

The Ways of Ghosts: Stories of encounters with the ghosts of the dead and dying.
Soldier Folk: Oddities of death and life; from a man who finds that his death is uncertain, through the effects of war on the family, duty that survives death, to the memory of revenge.
Some Haunted Houses - Part One: Encounters of the living with the spirits of the dead who have been bound into buildings.
Some Haunted Houses - Part Two: Houses where the living are never seen again, memories of the mortuary live on, and a murdered man wanders through.
Mysterious Disappearances: Three short tales of men who have vanished living their ordinary lives, sometimes in full view of witnesses; plus a short, probably fictional, description of a theory to partly explain these events.
Ambrose Bierce (1842 - 1914?), satirist, critic, poet, short story writer and journalist. His fiction showed a clean economical style often sprinkled with subtle cynical comments on human behaviour. Nothing is known of his death, as he went missing while an observer with Pancho Villa's army in 1913/14.