Your Destination for Information
Because if Lovecraft thought they were scary, they must be good.
Follow the links to read these free public domain classics. All are available for eReaders such as Kindles and Nooks, or on your computer screen, from Project Gutenberg, as well as free audiobooks from Librivox.
Robert W. Chambers--The King in Yellow
This is a collection of short stories, many involving a cursed play, The King in Yellow, that strikes madness into whoever reads it. Be warned that the last two stories are not horror, so don't do like I did and read them on the edge of your seat, waiting for the love struck Parisian artists to lose their minds. Unfortunately, it's not going to happen. (Audiobook: The King in Yellow)
Arthur Machen--The House of Souls
This collection includes The Great God Pan (a possible inspiration for H.P. Lovecraft's "The Dunwich Horror") and the short story "The White People," both of which will make you afraid to go into the woods. (Audiobooks: The Great God Pan and "The White People.")
Image from Tor.com
M.R. James--Ghost Stories of an Antiquary
If you want to hold with tradition, save these for reading aloud on Christmas Eve. There's nothing like terror to make a family feel closer to each other! (Audiobook: Ghost Stories of an Antiquary