The King in Yellow

Essentially a late 19th century creepypasta with Lovecraftian tones (aren't all of them? and in this case, I think, predating Lovecraft's work). Creepy, but not really scary. It's the sort of book that is creepy because you wonder if there's any truth to it, the sort of book that makes you want to open up wikipedia and go down a rabbit hole. I think the creepy factor of those books was significantly more back before there were things like the Lovecraft wiki.