Tonight TCM is showing the following:
Starting 8:00 pm eastern

Dead of Night
Torture Garden
Twice Told Tales
Kwaidan
Spirits of the Dead

Spirits of the Dead is worth watching for Fellini's "Toby Dammit" segment - some eerie stuff, indebted to Bava's Kill Baby Kill.

I was strongly disappointed by Three...Extremes. I found it at all the wrong times to be goofy, slow, and limited. Park Chan Wook's segment is the best of the three, but even that one is hampered by, I recall, some confusing editing.

It's not quite an anthology, but I was a really, really big fan of The Signal, which was actually just released this year (I think it's my number one -- that's where it is now, but I usually watch something three times before being sure). It's by three different directors, who each take a crack at one of the movie's three acts, but the reason I'm not quite sure if it qualifies is because it follows basically a single narrative (one of the reasons I thought it worked so well; other anthologies felt truncated to me).

Watching Dead of Night right now. Half way thru and I'm loving it.

Terror Tract. A pretty cool little movie with John Ritter and Peter Deluise (yeah I know but Ritter is great). I acquired this because it was part of two-fer with Cherry Falls, which is now unavail unless you buy used.

Don't think it's out in the US yet, but Necronomicon is a great, gory anthology flick. The filler bits with Jeffery Combs as Lovecraft are actually pretty funny too - to think of Lovecraft actually going outside - much less fighting ancient evil - what a kick in the pants ;p