Bed Sheet Ghost: In "Oh, Whistle and I'll Come to You, My Lad," the main character is nearly murdered by some sort of incorporeal force that possesses his bed sheets, in one of the few convincingly creepy examples of this trope.
Cats Are Mean: In "The Stalls of Barchester Cathedral" Said cat is a supernatural force for revenge, though.
Creepy Child: The first half of "The Residence at Whitminster".
Creepy Doll: When the clock strikes one AM, those pretty dolls in "The Haunted Dolls' House" turn out to have a very different side...
Curiosity Killed the Cast: Partially subverted. The scholar protagonists are too curious for their own good, but it's rarely fatal. Played tragically and horrifyingly straight with Mr. Wraxall in "Count Magnus", and Paxton in the quite literal "A Warning to the Curious".
James is also quite fond of name-dropping real, albeit very obscure historical figures in his stories to lend additional credibility; some examples include Jean de Mauleon and Jorgen Friis, mentioned in "Canon Alberic's Scrap-Book" and "Number 13" respectively.
"Martin's Close" is chock-full of these; aside from Judge Jeffreys, both the prosecutors (Sir Robert Sawyer and John Dolben) and Reverend Glanvil are historical figures.
There was also a real, historical Swedish noble named Count Magnus de la Gardie, although nowhere near as villainous as his Jamesian counterpart (not that he was particularly pleasant either).
"Wailing Well" features several real-life members of staff at Eton, including M.R. James himself.
Mamillius: There was a man. Hermione: Nay, come sit downe: then on. Mamillius: Dwelt by a Church-yard ...
Oh Crap: Sums up the protagonist's belated realization that that's not a spider on the table in "Canon Alberic's Scrap-book."
Ominous Owl: In "After Dark in the Playing-Fields." Played with a bit, though: the owl is chatty enough but very, very grouchy (you'd be grouchy too if the Fair Folk kept harassing you for fun).
Our Ghosts Are Different: Many of James' ghosts take bizarre corporeal forms. Quite a few are felt before they are seen.
Our Vampires Are Different: "An Episode of Cathedral History" is included in at least one anthology of vampire fiction note The Penguin Book of Vampire Stories. It isn't a very good fit; probably the only reason it's included is because the story ends with a religious quote: Here Lay A Vampire.
Patricide: In "The Haunted Dolls' House," the mother and father arrange for the grandfather's murder before he can write them out of the will. As this is a ghost story, things go downhill from there.
Sealed Evil in a Can: Multiple stories with an unpleasant being imprisoned in a tomb, grave, or ruin, inevitably later disturbed. Includes "Count Magnus" (the count's sarcophagus has three padlocks on it), "An Episode of Cathedral History", and "The Rose Garden", for three.
Shout-Out: The title of "The Stalls of Barchester Cathedral" (which focuses on an ambitious clergyman) can only be a deliberate nod to the works of Anthony Trollope.
Sinister Minister: The two "protagonists" of "The Fenstanton Witch". "Stories I Have Tried To Write" also contains a brief outline of an unfinished story featuring a villainous Roman Catholic priest dabbling in the occult.
Weirdness Censor: Professor Parkins is a Black Comedy example in "Oh Whistle, and I'll Come to You, My Lad." It takes the ghost attacking him before he registers that something is not quite right.
What Could Have Been: "Stories I Have Tried To Write" is a short essay by James in which he outlines, briefly, the plots of some stories he never managed to complete. Some of them actually sound rather intriguing.
When the Clock Strikes Twelve: He once discovered a manuscript in the British Museum with a set of pre-1300's ghost stories. In one of them, a man met a ghost while he was traveling on a road at midnight.