A Thin Ghost
A very nice James site w/ bibiographical info, a bibliography, a much-needed filmography, and a nice sample of illustrations for James' work over the years. [Stephen Gray]
The Ghost Stories of M. R. James
Includes bibliographical information and some extexts, linked below. [Frank Adey]
M. R. James
Brief biographical note and links.
M. R. James Season
The BBC produced, in 2004-2005, a handful of TV adaptations of M. R. James stories; the site for this endeavor includes biographical info, links, and an audio interview w/ author Muriel Gray discussing M. R. James.
James' most important and well-known works are those collected in Ghost Stories of an Antiquary and its sequel, More Ghost Stories of an Antiquary. In keeping with the prominence of these volumes, I've listed the tales below under each respective title and in the order in which they appeared in those volumes. Both of these volumes are completely represented by the etexts linked here.
Ghost Stories of an Antiquary
[all stories in this edition first published 1904 unless otherwise indicated]
More Ghost Stories of an Antiquary
"Canon Alberic's Scrap-book" 
Believed to be James' first ghost story. Nothing like getting a good deal on an old book, eh? But it turns out that Canon Alberic was a pretty bad boy after all, and, as Shakespeare tells us in his ghost-featuring play Julius Caesar, "the evil that men do lives after them." Some interesting religious things going on here as well.
"Lost Hearts" 
Even today some hotels and other tall buildings will not have, officially, a thirteenth floor; in this indirect Jamesian classic, a small inn has room number 12 and room number 14, but not room number 13. At least during the day. Compare to any of a number of other "haunted room"
"Oh Whistle and I'll Come to You, My Lad"
"The Treasure of Abbot Thomas"
[all stories in this edition first published 1911 unless otherwise indicated]
"A School Story"
"The Rose Garden"
"The Tractate Middoth"
"Casting the Runes"
"The Stalls of Barchester Cathedral"
"Mr. Humphries and His Inheritance"
Other James' etexts:
Essays and Reviews:
Don't miss these
brilliant live performances
of several of James' masterpieces.
"The Diary of Mr. Poynter"
"The Haunted Doll's House"
"An Episode of Cathedral History"
"The Neighbour's Landmark"
Originally published in The Eton Chronic in 1924; first book publication was in James' collection A Warning to the Curious (1925). This work, like James' "Martin's Close," makes reference to Lord Chief Justice George Jeffreys, the notorious 17th Century "hanging judge."
"The Residence at Whitminster"
"The Story of a Disappearance and an Appearance"
An M. R. James Christmas story, complete w/ puppet show.
"A Warning to the Curious"
"The Wailing Well"
"M. R. James."