He did not produce many books of short stories, but all can be recommended. Stories included here come from these sources:
Told After Supper (Leadenhall Press, 1891)
The Haunted Mill
Novel Notes (Leadenhall Press, 1893)
The Dancing Partner
The Skeleton
The Snake
John Ingerfield (McClure, 1894)
The Woman of the Saeter
Silhouettes
I can also recommend:
The Passing of the Third Floor Back (Hurst & Blackett, 1907)
The most prolific short story writer of the three. Stories included here come from these sources:
Stories and Interludes (Henry & Co., 1892)
The Glass of Supreme Moments
Stories in the Dark (Grant Richards, 1901)
The Undying Thing
The Moon-slave
The Green Light
The Case of Vincent Pyrwhit
The Gray Cat
The End of a Show
Stories in Grey (T. Werner Laurie, 1911)
Smeath
Linda
Here and Hereafter (Methuen, 1911)
The Tower
The Four-fingered Hand
The Unfinished Game
I can also recommend:
In a Canadian Canoe (Henry & Co., 1891)
Nothing Serious (Black & White, 1901)
Deals (Hodder & Stoughton, 1904)
The Kindness of the Celestial (Henry & Co., 1904)
Three Fantasies (Methuen, 1904)
The Shadow of the Unseen (Chapman & Hall, 1907) (in collaboration with James Blythe – a fine witchcraft novel)
The New Gulliver (T. Werner Laurie, 1912)
Stories Without Tears (Mills & Boon, 1912)
His crime fiction is worth finding but is really outside the scope of this book. All the stories included here come from:
Revenge! (Chatto & Windus, 1896)