Any of the "Scary Stories" books by Alvin Schwartz ans Stephen Gammell. I know they're classed as YA/childrens, but they are the most disturbing, scary stories I have ever read. Ever. The illustrations are eye-popping. I can't recommend them highly enough.
If you enjoy HPL, you might look at August Derleth. He's good, but derivative, and not as talented as HPL, though he studied at the knee, so to speak.
If you want to read up on the classics of the genre, you can't go wrong with Poe. I also really enjoy Algernon Blackwood. He was a contemporary of HPL, but different in style.
I almost forgot "The Haunting of Hill House" by Shirley Jackson. One of the all time greats. Deeply creepy. I can't recommend it highly enough.