When I was young, I had a few books with compiled horror, mystery or macabre short stories. I want to go back and read some of these short stories, and was able to find a few.
I was able to find many of the authors of these stories: Algernon Blackwood, H.P. Lovecraft, Edgar Allan Poe, M.R. James and Guy de Maupassant.
The question is: Is there a genre that encompasses all of these authors and/or stories?
This would help me find similar short stories.
Most of the authors you list belong to a genre known as Weird Fiction. The Wikipedia article on the genre has four out of the five authors you name under its list of notable contributors and names Poe as the founder of the genre.
The missing author is Guy de Maupassant. But given that he has a two-volume collection available entitled "Collected Supernatural and Weird Fiction" it seems safe to say that some people, at least, view his work as part of the movement.
Poe and M. R. James are also often classified under the better-known label of Gothic Fiction. As is often the case with literary genres, there's a fairly wide overlap between this and Weird Fiction, including writers such as Ambrose Bierce and Robert W. Chambers. But Gothic fiction also includes more "classic" horror like Dracula and Frankenstein so may be less what you're looking for.
It's worth noting that neither genre label includes the word "horror" because unsettling the reader was not the primary goal in either case. It was more about showcasing the imagination and creating an atmosphere. So if you particularly want horror stories, you may have to be more careful in your selection than relying on genre alone.
