The Call of Cthulhu
For those who enjoy rifling through old research notes, piecing together missing data, making sense of the big picture, and then being left hanging at the end.
I'm kidding, of course. The best part of any horror story is that it leaves you hanging. No explanation, no resolution, no sense of closure.
This story is told in a series of personal accounts in which the narrator pieces together what he thinks was the cause of his granduncle's mysterious sudden death, speculating that the late uncle's mysterious anthropological work most likely had something to do with it. He also speculates that the death is part of a larger ongoing mystery that has to do with a legendary mythical creature.
Davy Jones from Pirates of the Caribbean with wings... is how I picture the Cthulhu.
It was a slow read for me due to too much telling and not enough showing. Much of the mystery's pull is placed on the fear of the unknown, which in this case is "the fear of foreigners and their foreign-ness."
What this story boils down to is a paranoid account of ethnocentric anxieties and xenophobic psychosis.