Henry James has many works that could appear on the exam. For the GRE Literature exam, focus on the following. Read each linked summary at least once.
1. Daisy Miller (1878)
-Seduced into improper behavior by the cad Winterbourne
2. The Portrait of a Lady (1881)
-Heiress Isabel Archer in Italy
3. The Turn of the Screw (1898)
-Ghost story; unreliable narrator.
-Flora, Miles, Miss Jessel, Quint
4. The Beast in the Jungle (1903)
-John Marcher & May Bartram await the grand fate John is sure will befall him, but which never does.
5. The Ambassadors (1903)
-Lambert Strether; the Newsomes; Chad Newsome; Countess Madame de Vionnet
-Strether tries to bring Chad back to New England from Paris.
Several of Henry James' novellas are worth adding to your GRE reading list. I recommend the Signet Classics Edition