One of the first short stories in the English language to feature an out of body experience is A Singular Passage in the Life of the Late Henry Harris D.D. The early horror story was published in Blackwood's Magazine by Richard Harris Barham (1788-1845). This is little surprise given the many early scary tales Blackwood's published by authors mostly in the UK.
Without giving too much of this excellent story away, the protagonist finds her "spirit" teleported to another place where she does not want to be with people she would rather avoid as they practice their dark arts. Published in 1831, this story is ranked 35th in the Top 40 horror short stories from 1800-1849. Still, it is well worth a read to learn about the dark secret of this scary short story.