I recently read this short story that first appeared in The Saturday Evening Post in 1940. It's been called a ghost-ship story, but a case could probably be made for a Twilight Zoneish time travel story. The story involves a British steamer that is being pursued by a German U-boat, until a British sailing ship comes to their aid ... although there are no sailing ships on the British register during World War II.
I read it in the collection, Don't Look Now, but it has been anthologized several times, so it should be fairly easy to locate. Daphne du Maurier is definitely an author worthy of a posthumous Hugo.
Internet Speculative Fiction Database Entry for "Escort"