"The Canterville Ghost", by Oscar Wilde
(in Humorous Ghost Stories, compiled by Dorothy Scarborough)
I laughed at least a few times, so I mark this a success. Some of the humor may be slightly dated, but what can you expect with the relentless passage of time? It felt a little long for a short story-- mostly when the sentimental element came into play, which I could have done very well without, honestly-- but all told, it was a nice beginning to the book and good enough that I'll give the next story a read, too.
If you like (older, since the book was put together in 1921) humorous ghost tales, this whole volume of them is available for free on Amazon.