A master of the short form, Robert Aickman should definitely be on your nightstand for Halloween. While his tales don't fall neatly into the horror category, Aickman's writings are undeniably unsettling, and the effect often lingers. In much the same way that author Richard Matheson preferred the word "terror" rather than "horror" when describing his work, Robert Aickman favored the label "strange" for his own output. It fits.
There are only eight stories in this collection, with publication dates scattered across four decades, ranging from 1951 to 1980. They'll likely prove more than adequate in convincing you that Aickman's brand of weirdness is unique. He has a fondness for lonely people in subtly alarming situations, and is especially adept at steering his stories toward destinations that you aren't quite expecting. October may be ending, but any one of the eerie moods this author deftly creates will carry you through November and beyond. Track down a copy posthaste.