The Ghost of Jerry Bundler

"The Ghost of Jerry Bundler" by Charles Rock and W. W. Jacobs is a short ghost story that still manages to be incredibly impactful. Jerry Bundler was a highwayman, a pickpocket. After a night of telling ghost stories, a group of men decides to share rooms, except one who claims to not be afraid. One of the other men thinks he'll get a good scare out of said man and dons a costume and pretends to be the ghost of Jerry Bundler.