Here's someone else's list; it's from "Fantasy - The 100 Best Books", by James Cawthorn and Michael Moorcock. The list is in chronological order.

Gulliver's Travels Jonathan Swift (1726)

The Castle of Otranto Horace Walpole (1765)

Vathek William Beckford (1786)

The Monk Matthew Gregory Lewis (1796)

Frankenstein Mary Shelley (1818)

Melmoth The Wanderer Charles Robert Maturin (1820)

The Narrative of Arthur Gordon Pym Edgar Allen Poe (1838)

A Christmas Carol Charles Dickens (1843)

Wuthering Heights Emily Bronte (1847)

Moby-Dick Herman Melville (1851)

Uncle Silas: A Tale of Bartram-Haugh J. Sheridan LeFanu (1864)

Alice's Adventures in Wonderland (1865) and Through The Looking Glass (1871) Lewis Carroll

Flatland Edwin A. Abbott (1884)

She H. Rider Haggard (1886)

Doctor Jekyll and Mr. Hyde Robert Louis Stevenson (1886)

The Twilight of the Gods Richard Garnett (1888)

The Story of the Glittering Plain William Morris (1891)

The Picture of Dorian Gray Oscar Wilde (1891)

Dracula Bram Stoker (1897)

The Turn of the Screw Henry James (1898)

The Man Who Was Thursday G.K. Chesterton (1908)

The House on the Borderland William Hope Hodgson (1908)

Black Magic Marjorie Bowen (1909)

Zuleika Dobson Max Beerbohm (1911)

A Princess of Mars Edgar Rice Burroughs (1911)

Tarzan of the Apes Edgar Rice Burroughs (1911)

The Lost World Arthur Conan Doyle (1912)

The Night Land William Hope Hodgson (1912)

Herland Charlotte Perkins Gilman (1915)

The Citadel of Fear Francis Stevens (1918)

A Voyage to Arcturus David Lindsay (1920)

The Worm Ouroboros E.R. Edison (1922)

The Haunted Woman David Lindsay (1922)

Lady into Fox (1922) and A Man in the Zoo (1924) David Garnett

The King of Elfland's Daughter Lord Dunsany (1924)

The Ship of Ishtar Abraham Merritt (1926)

The Trial (1925) and The Castle (1926) Franz Kafka

Witch Wood John Buchan (1927)

War in Heaven Charles Williams (1930)

Turnabout Thorne Smith (1931)

The Night Life of the Gods Thorne Smith (1931)

Dwellers in the Mirage Abraham Merritt (1932)

Zothique Clark Ashton Smith (1932-51)

The Werewolf of Paris Guy Endore (1933)

Lost Horizon James Hilton (1933)

Northwest Smith Catherine L. Moore (1933-40)

Jirel of Joiry Catherine L. Moore (1934-9)

The Circus of Dr. Lao Charles G. Finney (1935)

Land Under England Joseph O'Neill (1935)

Conan The Conqueror Robert E. Howard (1935/6)

At the Mountains of Madness H.P. Lovecraft (1936)

To Walk The Night William Sloane (1937)

Roads Seabury Quinn (1938)

The Once and Future King T.H. White (1939-77)

Slaves Of Sleep L. Ron Hubbard (1939)

Caravan For China Frank R. Stuart (1939)

Fear L. Ron Hubbard (1940)

Darker Than You Think Jack Williamson (1940)

The Case of Charles Dexter Ward H.P. Lovecraft (1941)

Land of Unreason Fletcher Pratt and L. Sprague de Camp (1941)

Conjure Wife Fritz Leiber (1943)

The Book of Ptath A.E. van Vogt (1943)

The Dark World and The Valley of The Flame Henry Kuttner (1946)

Titus Groan (1946), Gormenghast (1950), and Titus Alone (1959) Mervyn Peake

The Exploits of Engelbrecht Maurice Richardson (1946)

Mistress Masham's Repose T.H. White (1946)

Adept's Gambit Fritz Leiber (1947)

The Well of the Unicorn Fletcher Pratt (1948)

You're All Alone Fritz Leiber (1950)

The Dying Earth Jack Vance (1950)

The Devil in Velvet John Dickson Carr (1951)

The Tritonian Ring L. Sprague de Camp (1951)

Three Hearts and Three Lions Poul Anderson (1953)

The Sword of Rhiannon Leigh Brackett (1953)

The Broken Sword Poul Anderson (1954)

The Lord of the Rings J.R.R. Tolkien (1954-5)

The Golden Strangers Henry Treece (1956)

The Great Captains Henry Treece (1956)

The Haunting of Hill House Shirley Jackson (1959)

Stormbringer Michael Moorcock (1963)

The Serpent (1963), Atlan (1965), The City (1966), and Some Summer Lands (1977) Jane Gaskell

The Crystal World J.G. Ballard (1964)

Black Easter (1967) and The Day After Judgement (1968) James Blish

Rosemary's Baby Ira Levin (1967)

A Wizard of Earthsea Ursula K. Le Guin (1968)

The Green Man Kingsley Amis (1969)

Neither the Sea Nor the Sand Gordon Honeycombe (1969)

The Philosopher's Stone Colin Wilson (1969)

The Pastel City M. John Harrison (1971)

The Infernal Desire Machines of Dr. Hoffman Angela Carter (1972)

Red Shift Alan Garner (1973)

The Compleat Enchanter L. Sprague de Camp and Fletcher Pratt (1975)

The Alteration Kingsley Amis (1976)

Our Lady of Darkness Fritz Leiber (1976)

The Drawing of the Dark Tim Powers (1979)

The Sending Geoffrey Household (1980)

The Colour of Magic and The Light Fantastic Terry Pratchett (1983)

The Businessman: A Tale of Terror Thomas M. Disch (1984)

Hawksmoor Peter Ackroyd (1985)

Expecting Someone Taller Tom Holt (1987)