Here are some anthology series that I enjoyed at the time I watched them. I have not thought about many of these until you asked and now I'm wanting to rewatch them.
Electric Dreams : Loved this short lived series. It felt like it was supposed to compete with Black Mirror. Not sure why it only lasted for 1 season.
Room 104 : I really liked that they (almost) all take place entirety in a small motel room. Quality of the episodes vary greatly in my opinion.
The Hitchhiker : Horror anthology from the 80s. Not sure if it holds up.
Inside No. 9 : Really hard to pin down this BBC anthology series, but worth a try.
Love, Death & Robots : A (mostly) animated anthology series that was just fun.
Tales from the Darkside : 80s horror / sci-fi anthology series that I enjoyed watching when I was younger.
The Booth at the End : Really interesting anthology series that takes place entirely as a conversations in a booth at a diner.
I feel like I could go on as each one reminds me of others, but I'll stop there (at least for now).