My favorite anthology series would have to be Tales From the Crypt. That was a reason to get HBO in the 90s. It was really novel to have a TV series that could be explicit. I was a teenager at the time and eating up as many R-rated movies as I could, and it was, essentially, an R-rated TV series. It was also kick to see well-known movie actors appear in episodes. I particularly geeked out whenever Arnold Schwarzenegger (at the peak of his fame) was in an episode or listed as the director. None of these things necessarily make it a great series or one that'll be as good nowadays, but it's my favorite because of how much I liked it as the time and have nostalgia for it. I really need to do a re-watch sometime. I haven't seen most of those episodes in 25 years.