Another one is 'The Yellow Wallpaper'. A woman is confined to a room with yellow wallpaper during her rest cure. As time passes, she becomes obsessed with the wallpaper and starts to hallucinate, seeing a woman trapped behind it. It's a great exploration of a woman's mental breakdown.
There's 'The Monkey's Paw'. A family comes into possession of a magical monkey's paw that can grant wishes, but each wish comes with a horrible, unforeseen consequence. It shows how interfering with fate can lead to terrifying results.
Sure. One is 'The Tell - Tale Heart' by Edgar Allan Poe. It's about a narrator who tries to convince the reader of his sanity while describing a murder he committed. The constant sound of the victim's heartbeat in his head drives him to madness.