Reddit mentions of A Mountain Walked

A Mountain Walked. Not a novel, but an anthology. Contributions to the Cthulu Mythos from weird fiction masters past and present, including Thomas Ligotti, Neil Gaiman and Ramsey Campbell.

Also, it's not in the Lovecraft universe, but Laird Barron has his own equally creepy mythos of ancient alien entities worshiped by crazed acolytes trying to bring about the end of everything by summoning their deities to earth. The Children of Old Leech is the anthology that pays tribute to Barron and his "carnivorous cosmos."