Carnacki the Ghost-finder

Carnacki the Ghost-finder: written by William Hope Hodgson, containing the following stories: "The Find", "The Gateway of the Monster", "The Haunted 'Jarvee', "The Hog", "The Horse of the Invisible", "The House Among the Laurels", "The Searcher of the End House", "The Thing Invisible" and "The Whistling Room" (1910-1947; Collected 1974):

One of the earliest recurring paranormal investigators in horror literature, Carnacki remains a delight today, a century after the stories were first written. William Hope Hodgson made him fallible and capable of fear, thus making him a much more interesting protagonist than Algernon Blackwood's nigh-omniscient John Silence or Seabury Quinn's hyper-competent Jules de Grandin.

Science, or at least the appearance of science, plays a big role in Carnacki's investigations. Behold the Electric Pentacle, proof against supernatural powers. Carnacki's theories on what certain supernatural entities actually are give the reader glimpses of the weird world Hodgson has created: the malign, eponymous monster of "The Hog" may look and sound like a giant hog when it manifests on Earth, but it's actually some sort of massive, gaseous enemy from space that's trying to force its way into our world. The cosmic gulfs are haunted by things much worse than ghosts.

There's much quoting from fictional magical texts, and references to the codified and catalogued powers with which Carnacki contends. It all seems about twenty years ahead of its time, Lovecraft before Lovecraft, but with happier outcomes and a more interventionary race of Good Cosmic Beings.

Carnacki tells these tales to a small circle of friends. He refers throughout to his own fears and mistakes, and to his own fallibility. Several of the stories deal with fake hauntings or with explicable events of the natural world which only seem like the supernatural. Throughout, Carnacki marshals science and magic to do his job. Really a fine series of stories. Highly recommended.