The Ghost Pirates and Others: The Best of William Hope Hodgson: edited by Jeremy Lassen (2012)

The Ghost Pirates and Others: The Best of William Hope Hodgson: edited by Jeremy Lassen (2012): containing the following stories: 

The Ghost Pirates (1909): Brilliant short novel of the sea and its terrors is a fine, tightly plotted work of horror and disquieting weirdness. A careful, fairly slow build of suspense climaxes in a rapid-fire and horrifying climax. See full review here. 
A Tropical Horror (1905): Monsters from the sea attack a sailing ship. Gruesome stuff.
The Sea Horses (1913): Bittersweet but overlong and a bit treacly modern folktale set at sea.
The Searcher of the End House (1910): One of the weaker Carnacki the Ghost-Finder stories seems an odd choice.
The Stone Ship (1914): More weird but pseudo-scientifically plausible events at sea. Really a nice little tale of mounting terror.
The Voice in the Night (1907): You'll know what movies have lifted the central premise of this horror story once you read it. Probably Hodgson's most-reprinted piece.
Eloi Eloi Lama Sabachthani  (1919): Unusual tale set on land applies really, really odd pseudoscience to the events of Christ's crucifixion. The last few paragraphs are the most Machensque writing Hodgson ever did.
The Mystery of the Derelict (1907): Yet more weird but pseudo-scientifically plausible events at sea. Actually, remove the 'pseudo.' This could actually happen. Also one of Hodgson's tales of the Sargasso Sea. 
We Two and Bully Dunkan (1914): Humourous tale of revenge on the high seas. Certainly shows Hodgson's range.
The Shamraken Homeward-Bounder (1908): Odd, almost fabulistic sea tale.
Demons of the Sea (1923): Monsters from the sea attack a sailing ship. A minor work.
Out of the Storm (1909): Strange, disturbing tale involving shipwrecks and telegraph signals.

Overall: Really more of a career survey than a 'Best of,' as some of the selections are dubious (well, "The Searcher of the End House," "Demons of the Sea," and  "The Sea Horses").   Nevertheless, highly recommended.