Collection

• A Passionate Pilgrim And Other Tales (1875)

• Transatlantic Sketches (1875)

• The Lesson of the Master and Other Tales (1892)

• Terminations and Other Stories (1893)

• The Real Thing And Other Tales (1893)

• Embarrassments (1896)

• The Two Magics: The Turn of the Screw, Covering End (1898)

• The Soft Side (1900)

• The Novels And Tales Of Henry James  (1917)
  Collected works in 26 volumes

• The Travelling Companions (1919)

• Turn of the Screw & the Aspern Papers (1935) Omnibus

• The Turn of the Screw & Other Stories
   (1945)

• The Ghostly Tales of Henry James (1948)

• Henry James: An Autobiography (1956) with Frederick W. Dupee

• The Aspern Papers and Other Stories (1956)

• The Art of Travel: Scenes and Journeys in America, England, France, and Italy from the Travel Writings of Henry James (1962)

•  Complete Tales (1962)
  See, for instance, Complete Tales

• The Turn of the Screw and Other Short Novels (1962)

• Selected Tales (1969)

• The Jolly Corner and Other Tales (1970)

• The Figure in the Carpet and Other Stories (1976)

• Complete Stories, 1892 - 1898 (1976)

• Italian Hours (1977)

• A Collection of Critical Essays (1983)
  See, for instance, A Collection of Critical Essays

• Tales of Henry James: The Texts of the Stories, the Author on His Craft, Background and Criticism (1984)

• The Beast in the Jungle and Other Stories (1992)

• Some Short Stories (2000)

• Selected Short Stories of Henry James (2004)

Fiction

• Watch and Ward (1871)

• Eugene Pickering (1874)

• Roderick Hudson (1876)

• The American (1877)

• The Europeans (1878)

• Daisy Miller(1879)

• An International Episode (1879)
  See, for instance, An International Episode and Other Stories

• The Diary Of A Man Of Fifty (1879)

• Confidence (1880)

• The Portrait of a Lady (1881)

• Washington Square (1881)

• The Princess Casamassima (1886)

• The Bostonians (1886)

• The Patagonia (1889)

• The Lesson of the Master (1892)

• The Private Life (1893)
  See, for instance, The Private Life & Other Stories

• The Other House (1896)

• What Maisie Knew (1897)

• The Spoils of Poynton (1897)

• The Turn of the Screw (1898)

• In the Cage (1898)

• The Awkward Age (1899)

• A Little Tour In France (1900)

• The Sacred Fount (1901)

• The Wings of the Dove (1902)

• The Ambassadors (1903)

• The Golden Bowl (1904)

• The Aspern Papers (1908)

• The Finer Grain (1910)

• The Outcry (1911)

• The Sense of the Past (1917)

• The Ivory Tower (1917)

• The Altar of The Dead (1980)

• The Beldonald Holbein (1992)

• Pandora (2000)

• The Pupil (2000)

Memoirs

• A Small Boy and OthersA (1913)

• Notes of a Son and a Brother (1914)

• The Middle Years (1917)

Non-Fiction

• French Poets and Novelists (1875)

• Within the Rim (1918)
  Essays

• Letters to A. C. Benson and Auguste Monod (1969)

Plays

• Pyramus And Thisbe (1869)

See Also (A partial list):

• Henry James (1913) by Ford Madox Ford

• Henry James and H. G. Wells: A Record of Their Friendship, Their Debate on the Art of Fiction, and Their Quarrel (1958) by L. Edel and Gordon N. Ray

• An American Tradition: Three Studies: Charles Brokden Brown, Nathaniel Hawthorne, and Henry James (1987) by Maurice J Bennett

• Henry James (1987) by Leon Edel

• Henry James: The Imagination of Genius: A Biography (1992)
  Author: Fred Kaplan

• What Henry James Knew (1993) by Cynthia Ozick

• Henry James, Gertrude Stein, and the Biographical Act (1996) by Charles Caramello

• Henry James: The Young Master (1996) by Sheldon M. Novick

• A Private Life of Henry James (1999) by Lyndall Gordon

• Henry James: A Life in Letters by Philip Horne

• Henry James and the Imagination of Pleasure  (2002) by Tessa Hadley