Ambrose Bierce 
Present at a Hanging and Other Ghost Stories 

This collection of short and chilling ghost stories was originally published in 1913 and is loosely organized into four categories: The Ways of Ghosts, including "An Arrest, " in which a murderer is escorted back to jail by the prison guard he murdered to escape; Soldier Folk including "A Man with Two Lives, " in which a man dead and buried returns to claim his belongings, Some Haunted Houses, including "The Other Lodgers, " in which a man checks into what he believes is a hotel only to discover it is an abandoned hospital, and Mysterious Disappearances, including "The Difficulty of Crossing a Field, " in which a man disappears in full view of witnesses while crossing a field. (Goodreads)