Another one is 'The Haunting of Hill House' by Shirley Jackson. It follows a group of people staying in a supposedly haunted house. The psychological horror, the strange noises, and the unexplained phenomena in the house make it a very effective chilling horror story.
They use variety. Since it's an anthology, different stories can explore various types of horror. For example, one story might focus on psychological horror, like a character slowly losing their mind, while another could be about a supernatural monster. This keeps the audience on their toes. Also, the element of surprise is key. Just when you think you know what's going to happen in a short story, there's a sudden twist that scares you.
There was a story of a haunted doll. A little girl found the doll in an antique store. Ever since she brought it home, strange things started to happen. Her toys would move on their own and she would often see a figure of a little girl in her room at night, who she was sure was not real. The doll's eyes seemed to follow her everywhere.
They often use the element of the unknown. For instance, in a story where a character hears strange whispers but can't figure out where they're coming from.
One possible scare could be a deranged hermit living near the cabin who attacks the visitors. Another is the idea of the cabin being haunted by the ghosts of previous owners who died tragically there.
One type is the psychological scare. It plays on the characters' and readers' minds, like in 'The Shining' where the isolation and the slow descent into madness are really frightening. Another type is the gore scare, which involves a lot of blood and brutal physical harm, though this is more on the surface level. Then there's the supernatural scare, such as ghosts, demons, and otherworldly creatures that defy the laws of nature.
The scares in the 'the twins horror story' could come from the mystery surrounding their connection. Imagine if their thoughts were being controlled by an unknown entity through their twin bond. They could be made to do things against their will, like harming each other or people around them. And if the setting of the story is a desolate place like an abandoned asylum or a fog - covered forest, the sense of isolation and the unknown can heighten the scares.