The Top 10 ghost stories for the 1st half of the 19th century starts with The Tapestried Chamber by Sir Walter Scott that floats in at spot 10. You can find the scary story (including story background and annotations) in my recently published anthology of the best ghost stories for this period.
The Best Ghost Stories 1800-1849 on Amazon/Kindle
The Best Ghost Stories 1800-1849 on Google Books
The Best Ghost Stories 1800-1849 at Barnes & Noble/Nook