A couple of really underrated anthology series are The Hitchhiker which was on HBO in the early 80's, and Masters of horror which had a short run on Showtime around 2006 or 2007 I believe. The episode cigaratte burns which stars Norman Reedus and was directed by John Carpenter is amazing.
Hated Masters of Horror it was such a disappointment
The Hitchhiker was great and moved to USA for a few more seasons when HBO moved on from it. Sadly the series has never been released on DVD and likely wont ever be. Only can get some parts of series on DVD no complete seasons just that 30 or so episode DVD which had a lot of issues with tech/etc from what I heard
Amazing Stories was another good one from 80's that has been forgotten. I have season 1 on DVD but sadly again it doesn't appear anymore will be coming
Freddy's Nightmares was cheap , poorly acted , poor written but ultimately entertaining series that again doesn't appear will ever get DVD release sadly
Monsters is another underrated one and essentially the offshoot of Tales from the Darkside. Loved it growing up and its cheesy as f*** but man does it bring back great memories and I had to buy that on DVD when they released it
Hammer Horror:Series was a good 1 year UK anthology from early 80's. I enjoyed it and then never saw it again for 20+ years so when that came out on DVD I had to grab the series
That mediocre Tales from the Crypt follow up called "Perversions of Science" was another 1 yr anthology series that has vanished into history and probably will never come out on DVD