Stories:
"The Legend of Sleepy Hollow," by Washington Irving;
"The Tell-Tale Heart," by Edgar Allen Poe;
The Tragicall Historie of Doctor Faustus, by Christopher Marlowe (oh, you said children's stories -- oops);
"The Moddey Dhoo," by Richard Adams;
The Devil and Daniel Webster, by Stephen Vincent Benet (a play, actually);
The Princess and the Goblin, by George MacDonald;
On Stranger Tides, by Tim Powers;
Dracula, by Bram Stoker;
Frankenstein, by Mary Shelley.

Poems:
"Little Orphant Annie" by James Whitcomb Riley (the gobelins'll git ya if ya don't watch out);
"The Highwayman" by Alfred Noyes (The moon was a ghostly galleon, riding on cloudy seas).

Campfire Tales and Urban Legends:
"The Hook";
"The Disappearing Hitchhiker."