First Mystery and Detective Stories (in English)

Source. Library of the World's Best Mystery and Detective Stories by Alarcón et al. at Project Gutenberg.

Henri René Albert Guy De Maupassant (1850-93)
The Necklace
The Man with the Pale Eyes
An Uncomfortable Bed
Ghosts
Fear
The Confession
The Horla

Pierre Mille
The Miracle of Zobéid

Villiers De L'isle Adam
The Torture by Hope

Erckmann-Chatrian (1822-99)—(1826-90)
The Owl's Ear
The Invisible Eye
The Waters of Death

Honore De Balzac (1799-1850)
Melmoth Reconciled
The Conscript

Jean Francois Marie Arouet De Voltaire (1694-1778)
Zadig the Babylonian

Pedro De Alarçon
The Nail

Luigi Capuana (1839-00)
The Deposition

Lucius Apuleius (Second Century)
The Adventure of the Three Robbers

Pliny, The Younger (First Century)
Letter to Sura