There is nothing that God hath established in a constant course of nature, and which therefore is done every day, but would seem a Miracle, and exercise our admiration, if it were done but once.
-John Donne, from LXXX Sermons
Anyone interested in fantastic tales, a la Saki, Borges and Aickman, should check out the two thick Black Water anthologies compiled by Alberto Manguel in 1984 and 1990. I have been perusing the second volume again over the last few days, and am amazed by the wide range of authors represented, from Melville to Lampedusa to Eliade to Satyajit Ray (director of the wonderful Apu trilogy) to my old classics professor at the University of Texas, Peter Green. Really, there are over fifty authors in this volume alone, and it's a shame to single out only a few. If you like stories with an element of the weird and supernatural, you might want to find a copy of one of these books.
The George Tooker paintings on the covers fit the mood of these books quite nicely.
Manguel has also compiled Dark Arrows, an anthology of revenge stories (including William Trevor's deliciously sinister "Torridge", in which a family learns some secrets about Father's boarding school days from one of his victims) and the very readable A History of Reading.