I love pyschic investigator stories, forerunners to the X-Files and Kolchak, many penned in an era of spiritualism and mysticism around the turn of the 20th century.
One of my favorites is "A Psychical Invasion" (1908) by Algernon Blackwood. It features Fox Mulder's spiritual grandfather, John Silence. (Read it online here.)
Silence is one of those physicians who stretches his intellect beyond the challenges of his medical practice, and "Psychial Invasion" is one of his most exciting cases.
Lucy in the Sky With Diamonds
Silence is called on to help a haunted writer who, following essentially a psychidelic drug experience, is hearing colors and having conversations with inanimate objects not to mention being opressed by an unseen presence who compells him to draw her likeness.
Silence sets out to dehaunt the young writer's house using a collie named Flame and cat named Smoke, animals being highly attuned to spiritual activity.
The dehaunting is a task as challenging as just about any besides Shirley Jackson's Hill House.