H.P. Lovecraft is the godfather of modern horror. His short stories have influenced most modern horror writers, a number of movies and a rpg based on his writings. And a number of pranks of a book being added to libraries around the world, though it is not a true book.
Looked a bit and found a fan site.
http://www.cthulhulives.org/toc.htmland his wiki page.
http://en.wikipedia.org/wiki/LovecraftHis stuff is the "you really don't know what is really going on, or did it" type of writing. It really messes with you head at times. And though he has written these things as short stories, most of them are connected in a way. One reason is a lot of his stories either start or spend a lot of time in the New England area.
One thing to note his works are sometimes hard to find. Mainly because his works were made in the 1920's and you have to luck out and find a modern collection of them. I have found a couple of the collections of short stories, I am really wanting the "Call of Cthulhu" works. I have yet to have time to check a used book store for those. (note: the pronunciation kÉ™-THOO-loo is the most used one for that)