It's a common mistake to see the ghost story as a thing apart; a sub-genre produced by specialist authors who wrote nothing else. Yet many ghost stories are written by authors who produce a great deal of non-supernatural fiction. Obvious examples include E.F. Benson, L.P. Hartley, Robert Westall, and - going back to Victorian Gothic - Sheridan Le Fanu. So where does our hypothetical spooky library end and collections of 'literary' short stories begin? Well, there's a very blurred line between the two, and some authors sit right on that indeterminate border.
Kipling is an obvious example. He wrote so many short stories that it would be surprising if he hadn't tackled the supernatural, and in fact many of his tales deal with ghostly or at least weird themes. Kipling is also a far stranger and more interesting author than many realise. Neil Gaiman - who wrote the introduction to a collection of RK's fantasy and horror tales - was criticised by some for liking a 'fascist'. While Kipling was arguably racist he was certainly not the narrow-minded little Englander many believe, and in his stories it is the arrogant Western male who often comes off worst because he is narrow-minded, dishonest, or just plain stupid.
A personal favourite of mine is 'Bubbling Well Road', a sparse tale of the unexplained. 'The Phantom Rickshaw' offers a fairly conventional haunting, albeit with strong circumstantial touches that give it a distinctive flavour. 'The Mark of the Beast' is often cited as a werewolf story, though it is arguably about demonic possession. (It is also brutally straightforward in its depiction of British rule in India.) 'At the End of the Passage' is a very weird tale about a man haunted by a terrifying dream-vision, while 'They' is a powerful variation on the haunted house theme.
There are many other writers whose claim to fame lies in the mainstream, but whose supernatural fiction is well worth seeking out. And sometimes the most unlikely people can pull it off. Gerald Durrell's My Family and Other Animals is a delight, but his strange story 'The Entrance' is a classic of low-key Gothic. It first appeared in the collection The Picnic and Suchlike Pandemonium. F. Scott Fitzgerald's Jazz Age seems far removed from the supernatural, but his 'A Short Trip Home' is another a much-anthologised ghost story, and it works well.
Going further back, we have Dickens, Wilkie Collins, Mrs Gaskell, Thomas Hardy... When it comes to the Victorians it's not easy to find one who didn't write ghost stories while producing a great deal of non-spooky fiction. This is, in some ways, problematic, as the inclusion of 19th century ghost stories in most hefty anthologies is surely down to two factors - they're out of copyright and the authors are famous. If someone hasn't already done it, I dub this 'Signalman Syndrome'. (Not that 'The Signalman' is a bad story, but it crops up so often that some ghost story aficionados are heartily sick of seeing it listed on yet another contents page. It is, after all, taking the place of a different story - one that I have probably not read a dozen times.)
What of the present day, you ask? I don't know, to be honest. I am woefully out of touch with the contemporary literary scene and am unsure if this is bad thing. Perhaps you, gentle reader, could suggest authors who - while best known for mainstream fiction - have produced good ghost stories fairly recently?