Terrifying yarns. The word 'yarns' can be used informally to refer to stories, and when combined with 'terrifying', it gives a similar sense as scary stories. A terrifying yarn would be one that might make you jump out of your skin or keep you up at night with fear.
Horror tales.
At the graveyard, a figure vanished as I blinked. Creepy.
Haunting narratives. Ghost stories are often about things that are spooky and haunting, so these words can be used to describe them in a different way. For example, a 'haunting narrative' might imply a story that stays with you long after you've heard it, much like a good ghost story does.
Jokes. Jokes are short and humorous tales or statements that are meant to make people laugh, just like funny stories.
Tales. Tales can be long or short, but when we talk about long stories, 'tales' can also be used. For instance, 'fairy tales' can be quite long when they are fully developed, with complex plots and multiple characters.