For me, the old wireless is a good medium for weird stories because it leaves more to the imagination. TV and film spookery can fall flat because you really don't agree with the way a story has been visualised. So I'm always searching for audio stuff, particularly old time radio stories of terror and the supernatural.
If you agree, or indeed if you don't, pop over to Strange Tales on Old Time Radio. There are some familiar stories there, notably 'All Hallows' by de la Mare and Kipling's 'The Phantom Rickshaw'. There are also a lot of other stories, some of them supernatural. They've been selected by enthusiasts from a huge range of old American radio shows. Wish I'd had that sort of thing to listen to when I was a lad.