The Inmost Light - A scientist imprisons his wife's soul in a shining jewel, letting something else into her untenanted body, but the jewel is stolen before he can reverse this...
The Red Hand
The Shining Pyramid
The Great Return
The Bowmen - In this story, written and published during World War I, the ghosts of archers from the battle of Agincourt come to the aid of British troops. This is attributed (by some at least) as the origin of the Angels of Mons legend.