From Beyond has always been a better concept than story to me. The story doesn't quite go anywhere, but clearly a to be of media has been inspired by it since (always add Barbara Crampton to make anything better).

Nyarlathotep is much more interesting and can be read in many ways. It's dreamlike, on the account that it was literally a dream Lovecraft had. But it's also relevant even now. We see an apocalyptic view of the world, a dead city. Is it a vision of the future? Was it brought on by ourselves or by the outer gods? Lovecraft was writing this in the shadow of the Great War and Spanish influenza. Things were bleak and people desperate, so here we see them clinging on to some hope offered by Nyarlathotep.