Blood and Secrets by Filigree https://archiveofourown.org/works/132344
Dorian and Klaus don’t survive a mission. Years later, Agent Z helps Klaus’s unhappy ghost to find rest.
A Kiss from a Rose by Karen Colohan http://yavanna.slashcity.net/eroica.htm
Klaus is visited by Dorian’s ghost once a year, at Halloween. Eventually, he understands that it’s time to let go. A sad ghost story, rather than a scary one. It makes me cry every time I read it but I’m a softie 😉 (Warning: NC17)
Ever After by BT and CTB
This one doesn’t seem to be online anymore, which is a pity. (If anyone knows of an online source for it, please post!)
Not quite a ghost story, but it has a spooky atmosphere. Dorian isn’t human, and he might be immortal – but even he isn’t quite sure what he is. Maybe Klaus isn’t quite human anymore, either. (Warning: Explicit.)
Vampires – Blood and Iron by Kadorienne. On a solo mission in Rumania, Klaus is forced to visit an old abandoned castle. Only when he enters the lower levels, the castle isn't quite as abandoned as it seems. He's attacked by a vampire, only the vampire makes the fatal mistake of underestimating Klaus and Klaus emerges victorious - and a vampire.
Zombies – Like It's The End Of The World by Kadorienne. There's a zombie upraising. The death toll has reached a billion, still rising - in the last months a sixth of the human race has been killed. Klaus and his men have found the source and go to London to eradicate it. The night before, though, they seek shelter in Dorian's castle in North Downs.
Plain scary - Oh, the dreadful wind and rain by TelWoman. When Klaus is killed in his sleep, no-one suspects the real killer ...
Night of the Emerald-gazed Monster by Aireira aka AnonymousFemme - in which Klaus is a were-wolf. https://archiveofourown.org/works/12577908 Explicit - werewolves have uncontrollable appetites.