Trio of Terror: Three Horror Stories is exactly that. 

Fay's voice is reminiscent of classical literature and, even when telling a dark tale in prose, conjures a mystique of the poetic, which is fitting since he's also a poet. This gives his stories a fantasy feel. As I was reading, the style struck me as a cross between Robert Louis Stevenson, Poe, and W.W. Jacobs. "The Redcap of Glamtallon" is chalk full of descriptions that showcase Fay's knowledge of castle infrastructure and bring the castle to life. More abounding, the story took an unexpected turn into more of a dark fantasy, which I did not mind at all. It also didn't hurt that it was set in Scotland, for which I have a personal bias. "From Within the Earth" might be a little counterintuitive for some readers, as it reads more like a poetic intro to a novel than a short story (and the author might consider using it that way in the future). However, it is eerily mesmerizing in its flow. This is one case of dramatic first person that is done well, in a world in which it is, generally, not. For the finale, "Those from the Shadows" really smacks of the Stevenson vibe. I found I liked this story the most, leaving the reader with "the creeps" at the end of the book. If you're looking for some horror in a classical vein, you would do well to check out Richard Fay.