The SCP universe.
While not exactly one story, it is more a series of horror entries in a world of science-fiction where the unexplainable are "Secured, Contained, and Protected" (Which is where the acronym SCP comes from).
Most of these entities are dangerous in their own rights, or they could be mysterious and not very well understood, where their focuses are to better understand and contain said unnatural entities, especially those that defy the natural laws of physics or that poses a threat to humanity.
The government tries to lock up these entities in the many different SCP facilities that exist, kept as a secret from the general public to avoid panic.
But if it's impossible /i.e/ too risky to re-locate said thing, they usually do mobile operations to make sure the entity doesn't go rampant or cause any dangers to nearby civilization.
A simple and general SCP article will have a few things to show: First you will see the general entry name of the SCP in numbers, such as SCP-173.
There's the object class that shows whether it has a safe/euclid/keter rating (Safe meaning it poses no immediate threat or that it is easily contained / Euclid meaning it's unpredictable and not very well understood and possibly dangerous / and Keter, which is basically something that poses a high threat to a multitude of lifeforms and-or hard to contain).
There are the special containment procedures, which explain the steps on how it is contained, how to contain/re-contain it, and how to avoid it from leaving containment and what to do when you come face to face with said entity.
There's the description, which gives details on the entity's appearance, what it does, where it came from, speculations on how it's anomalous properties work, and how to deal with its anomalous abilities.
So far, there is a series of over 5000 SCP entities that have been written as of now, and even more in the many different SCP tales that combine certain factors and create an interesting horror story, specifically the fear of the unknown, and our attempts to understand the why and how, and they are all reviewed by professional critics, and handpick any above-average SCP articles and has it become an official entity in the SCP universe.
It's pretty amazing if you think about it. The SCP community is very friendly too, just as long as you don't troll or cause drama, the rules that are generally required for a non-toxic environment.
The best of the best you'll find is probably the SCP-001 entries. There you will find only the best that makes great attempts into making an amazingly well done SCP in any aspect of its horror, science-fiction, and creativity.
Though there is some pretty freaky things you can find there and anywhere else for that matter, and that's what makes it a great series of horror stories in an alternate universe, and eventually, you might find something that is personally one of your worst fears, or perhaps you'll discover a new dread that will absolutely freak you out, and are glad that it's all fictional... Right?
But, as I've only read not even 1% of the SCP entries that exist, I've read a few really good ones, and if you ever want to sleep tonight, then I advise you to
not read this SCP entry:
S. D. Locke's Proposal - SCP Foundation
Other than that, hope that you are all having a good day, that is unless... when day breaks : )