That one about the bear is called Ursa Minor and its become one of my favorites over the years. I completely agree with you about the ending. It totally got me the first time I saw it.
There's one called The Circus that was written by George Romero. And that's my personal favorite. Its not the scariest of the series, but I love the story and performances in it.
The Circus is a really entertaining episode. It is always nice to see William Hickey is something like this. Also for something so low budget the vampire in that episode looked pretty cool.