- You may be looking for Books of Mayhem.
Books of Terror was a series of horror themed anthologies edited by Fox Soames. There were at least twenty-seven volumes.
The twenty-seventh volume was The Horrible Book of Terror, which contained thirteen short stories from Vaughan Fretwell, Edna Spedding (under the penname of "Bella Andover"), Fox's wife Magda Soames, Lady Lucrezia Noggins, Sir Oswald Arthur and Dodie Golightly. (AUDIO: Mystery Lady)