Two of my favorite ghost stories:
The Haunters and the Haunted
, by Edward Bulwer-Lytton. Very Lovecraftian, long before Lovecraft.
, by Guy de Maupassant. Speaking of Lovecraft, he praised this story: "Relating the advent in France of an invisible being who lives on water and milk, sways the minds of others, and seems to be the vanguard of a horde of extra-terrestrial organisms arrived on earth to subjugate and overwhelm mankind, this tense narrative is perhaps without peer in its particular department."