The Doctor Who Short Trips: A Universe of Terrors short story collection edited by John Binns is one of many such anthologies produced by Big Finish, the company that was also responsible for keeping Doctor Who fans supplied with new stories whilst the TV show was off-air with their audio dramas.
This short story anthology, as you might guess from the subtitle, is a collection of horror stories - well sort of. Some of the stories are merely supernatural and unnerving, rather than outright terrifying.
For me, the scariest stories were "Mire and Clay", "Face Painter", "Long Term" and "Mauritz" - very odd, psychological stories that I was glad I'd read in daylight, rather than in bed one night ! I confess to enjoying "Losing Track of Time" the most - but then I'm biased because Juliet E McKenna is one of my favourite living fantasy authors AND the story is set in the Bodleian Library in Oxford ! Doctor Who Short Trips: A Universe of Terrors is also available from Amazon.com.