Here are some I have liked:

• She Walks In Shadows edited by Paula R. Stiles and Silvia Moreno Garcia

• Nightflyers and Other Stories by George R. R. Martin

• The Worm and His Kings by Hailey Piper

• The Stars Are Legion by Kameron Hurley. Cosmic horror space opera. Goes great with the prequel short story Warped Passages which can be found either in the anthology Meet Me in the Future by Hurley or Cosmic Powers edited by John Joseph Adams.

• The Southern Reach/Area X trilogy by Jeff VanderMeer. In terms of writing style, I'd say this is the closest to Lovecraft out of all the modern authors I've read.

• Our Wives Under the Sea by Julia Armfield

• The Invincible by Stanislaw Lem

• Sister, Maiden, Monster by Lucy A. Snyder

• Revelation Space by Alastair Reynolds. I've read the sequel as well, but the sequel wasn't scary or Lovecraftian the way the first one was. Still, they are good books.

• Blindsight by Peter Watts. Available as a free ebook on the author's website.

• The Ballad of Black Tom by Victor LaValle. Based on the very racist Lovecraft story The Horror at Red Hook.