The Turn of the Screw is a ghost story by American author Henry James. It is famous for its rather confusing ending where you don't really know what happened. It plays a lot with psychological themes.
Dracula by Bram Stoker is another famous gothic novel that is a good read.
Frankenstein by Mary Shelley is good though I'm not sure if it is classed as a gothic novel.
The Picture of Dorian Gray by Oscar Wilde is an excellent read as well.