"Number 13" is a particular favorite of mine, partly because it's set in Denmark, which just makes me happy --I lived there once.
This time the ghost is a room that appears only at night. I like how the story gives you two parallel tracks that are clearly related, but MRJ never tells you that they are. Anderson is unwittingly discovering the history of the haunted room even before he figures out that there is something really weird going on in his hotel.
This is another example, by the way, of a Reformation-era witch trial; Denmark converted to Lutheranism in 1536 and we can see that Bishop Friis and Rasmus Nielsen were having their argument over the troldmand Mag. Franken right about then. (Bishop Jørgen Friis was a real person but Nielsen appears to be fictitious.)
How did you like the occupant of room 13? I like how we mostly only get shadows and sounds, with barely more than one sentence about the ghost's appearance: "...the door opened, and
an arm came out and clawed at his shoulder. It was
clad in ragged, yellowish linen, and the bare skin,
where it could be seen, had long grey hair upon it."
If you're doing the Udolpho readalong, did you laugh when MRJ referred to Emily's poetic habits?