Try American Horror Story and Masters of Horror.
There's also Fear Itself but I haven't seen any episodes so I can't comment on the quality.[/quote]
Thanks for the suggestions, I have seen these as well. Out of all those I like Masters the best. Fear Itself is really well made, but for me and a friend who enjoyed the premiere the rest get too boring because it tries to be too serious without an actual point. American horror story is interesting to bring up because at first I was thinking, well technically not anthology. Then I realized it actually is in a way with each season featuring different characters and plot. As far as enjoyment for me...ehh? The newest season's opening sequence and first scenes are creepy and foreboding, then it cuts to the main character cramming exposition in less then a minute. That was quite the feat, though lost all interest.