Best Ghost Story 17 from 1800-1849 is "The Mines of Falun" by Ernst Hoffmann

Ernst T.A. Hoffmann (1776-1822), one of the earliest progenitors of supernatural stories, makes his first appearance on this ghost story countdown. The Mines of Falun weighs in at number 17 in the greatest ghost stories for the first half of the nineteenth century. It was first published in 1819 and is et in the storied mines of Falun, Sweden. Many scary stories linked the mines to the supernatural and a rumored tunnel to the center of the earth.

While in my estimation this is Hoffmann's greatest ghost tale, it is not his most original. He admits in Die Serapion Bretheren, Vol. 1, of 1819, that it involves a "well-known thema of a miner at Falun." Regardless, it is the first ghost story I have found in a mine and is well written right to its horrific ending.