Strangers is a short story about two people who encounter each other on a train. It appears in Scary Stories 3: More Tales to Chill your Bones.
Plot
A man and a woman happened to sit next to one another on a train. The woman took out a book and began reading. The train stopped at a half dozen stations, but she never looked up once. The man watching her for a while, then asked, "What are you reading?"
"It's a ghost story," she said. "It's very good, very spooky." "Do you believe in ghosts?" he asked. "Yes I do," she replied. "There are ghosts everywhere." "I don't believe in them," he said. "It's just a lot of superstition. In all my years I've never seen a ghost, not one."
"Haven't you?" the woman said - and vanished.