I absolutely love horror anthologies! Both in the written form and on screen. Here are some of my favorites from Asia:
Tales of the Unusual (2000)
Three... Extremes (2004)
Dark Tales of Japan (2004)
Dead Stock (2017) - MyDramaList
The Grotesque Mansion (2021)
Midnight Horror: Six Nights (2022)
I haven't watched this one yet but it is on my plan to watch list:
Zoo (2005) - MyDramaList
There are also a couple of Japanese directors that did episodes of Masters of Horror (TV Series 2005–2007). Really I encourage you to watch all of Masters of Horror if you haven't yet, that's one of my favorite anthology series of all time. I go back and rewatch my favorite episodes from it every few years. I can give you more recommendations outside of Asia too if you would like, I've watched a ton of them.