I enjoy Lovecraft. “The Dunwich Horror” was the one of first written story that ever really scared me. I think “The Witches of Worm” may have been the actual first, but I read them pretty close together in elementary school.
The Cthulhu Mythos shows up in a lot of places. My favorite Robert E. Howard stories have always been about King Kull, rather than Conan because Kull tended to run into “foul necromancer” that were mucking about with Cthulhu and the gang more than Conan ever did.