The Penguin Book of Vampire Stories copyright 1987, Penguin is the publisher it isn't about vampire penguins. I suppose you have already read all of the Edgar Allen Poe stories, I think the creepiest one was the story about a wealthy young man who became a sorcerer but I can't remember the title. H.P. Lovecraft The Whisperer in the Darkness is pretty damned weird and enjoyable but that might fall under the "classic" category too like Dracula and Frankenstein.
*Deleted drunken ramblings that had nothing to do with the subject and may have been misleading.*