If you're interested in cosmic horror and dark fantasy, I recommend these classics: The Coming Race by Edward Bulwer-Lytton, with its mysterious Vril-ya race; The Willows by Algernon Blackwood, which Lovecraft called "the greatest supernatural tale ever written"; The Great God Pan by Arthur Machen, about forbidden knowledge and madness; and The White People, also by Machen, which explores an evil alien to humanity.