Alone with the Horrors was a retrospective story collection back in the 1990s, and he's written a lot since then. You could try most any of his story collections. I haven't read a lot of his short work, but "Cold Print", "The Scar", and "The Interloper" (all early work) are excellent.
I've also enjoyed several novels. The Face that Must Die came out around the same time as Red Dragon and has a very different point of view on human killers. The Doll Who Ate His Mother, besides having one of my favorite pulpy titles, I recall as a very good early horror novel. Ancient Images reminds me of a '70s movie, but saying which is a little spoiler-y; folk horror, with a reference to a lost Boris Karloff/Bela Lugosi horror movie. The best novels I've read by him are Midnight Sun and The Grin of the Dark. The former is probably the closest I've seen of Campbell approaching Stephen King territory, and nailing better than I think King often does. The latter is one of the most disturbing novels I've ever read, not with gore and violence, but by playing with the fabric of reality.
There's at least one other thread in this forum on his work.
Randy M.