Coming just before Lovecraft and Howard, there was Dunsany. He is probably best for his dark fantasy short story "The Hoard of the Gibbelins" which is available in The Book of Wonder, linked below and for his classic fantasy novel The King of Elfland's Daughter, unfortunately not available. If you like Poe and/or Lovecraft, there are likely Dunsany stories that will appeal to you. Below are some of the Dunsany stories available.
At Project Gutenberg
- "Bureau d'Echange de Maux, The"
- "Chu-Bu and Sheemish"
- "Exiles Club, The"
- "Fortress Unvanquishable, Save for Sacnoth, The"
- "Ghosts, The"
- "Guest, The"
- "Hoard of the Gibbelins, The"
- "How Ali Came to the Black Country"
- "In Zaccarath"
- "Sword of Welleran, The"
- "Sword of Welleran, The" (Version 2)
- "Watch-tower, The"
- "Bad Old Woman in Black, The"
- "Book of Wonder, The"
- "Fame and the Poet"
- "Fifty-One Tales"
- "Gods of Pegana, The"
- "Highwaymen, The"
- "Thirteen at Table"
- Time and the Gods"
Old Time Radio
• At KPFA: The Black Mass official site - "Tales by Lord Dunsany" (Lobster Salad, The Workman, The Charm against Thirst, How the Enemy Came to Thlunrana, The Dream of King Karna-Vootra, Charon) and "The Witch of the Willows"
• By Columbia Workshop: At Internet Archive: (right click each to download)