Danish author Hans Christian Andersen created some of the world's most enchanting and suspenseful fairy tales for children. I highly recommend visiting Project Gutenberg to read the original versions of his stories which are a bit macabre and all the more thrilling. There are many, many adaptations of Andersen's stories. Here are a few of the best: 
Andersen, H C, and Virginia L. Burton. The Emperor's New Clothes. Boston: Houghton Mifflin, 1949.
(Virginia L. Burton also created the classic picture books Mike Mulligan and His Steam Shovel, The Little House, and Katy and the Big Snow.) 
Andersen, H C, and Rachel Isadora. The Little Match Girl. New York: Putnam, 1987. 
Child, Lauren, Polly Borland, and H C. Andersen. The Princess and the Pea in Miniature: After the Fairy Tale by Hans Christian Andersen. New York: Hyperion Books for Children, 2006. 
Pinkney, Jerry, and H C. Andersen. The Ugly Duckling. New York: Morrow Junior Books, 1999.
Brust, Beth W. The Amazing Paper Cuttings of Hans Christian Andersen. New York: Ticknor & Fields, 1994. 
