Coming into this a bit late, but I can't believe that no-one has mentioned "The Halloween Tree" by Bradbury. It does a fantastic job of telling a scary story, but highlighting various Halloween traditions across the world and in time. It's a super-fast read, but I love love love it.
And I will also second ALL of Gorey's works. While the small books are wonderful to have, nearly all of his works have been compiled in "Amphigorey" and the sequels "Amphigorey Too", "Amphigorey Also" and "Amphigorey Again". I believe that "Gashlycrumb Tinies" is included in the first compilation.
I will also say that I first came across E. Gorey as the illustrator for Bellairs' books, mentioned by Sacrelicious. They are lots of fun, full of riddles and mysteries and cranky old folks!