Well, this is a list of all of the Lovecraft stories from 1930-32. It was going to be background reading for what was in the ether at the time of the Mongoose.
1931 Mountains of MadnessI can't recall why they're not listed in chronological order. I suspect that I started in 1931 and moved back and then discovered something in the notes about 1932.
Shadows over Innsmouth
1930 The Mound (with Zelia Bishop)
Medusa's Coil (with Zelia Bishop)
A Whisperer in Darkness
1932 Dreams in the Witch House
Man of Stone (with Hazel Heald)
Horror in the Museum (with Hazel Heald)
Through the Gates of the Silver Key.
The stories can be read at http://www.hplovecraft.com/writings/fiction/ which is a fantastic resource for anything HP Lovecraft. Lovecraft did a lot of ghost-writing and a lot of his co-written stories are generally all his based on an idea or a plot supplied by the co-author.
Lovecraft is both a writer who fascinates me and a human being who repels me. His fears of 'otherness' are core to his writing, and this goes hand in hand with his racism. Generally, his racism is not overt but there are some notorious examples where it spills out. Horror of Red Hook is the prime suspect. Medusa's Coil, in the list above, has an ending that is truly horrific to any sensible minded human, but not for the reasons that Lovecraft intended. Let me save you from the necessity of reading the story. A man marries a beautiful woman who is revealed at the story's end, when she tears her mask off, not as a monster from beyond the stars but as being black. Real classy Lovecraft.
More positively, my favourite Lovecraft story is "At the Mountains of Madness", which is approaching the point where it may actually be filmed in 2013 by Guillermo del Toro (Pan's Labyrinth). This story reveals all the good bits of Lovecraft and is the classic proto-X-Files tale: vast icy continents, abandoned ancient cities, aliens buried under the ice, ancient earth history, alien autopsies, forensic and archealogical investigation and humans and aliens alike being hunted by something else. All it lacks is the UFO, but these aliens can fly through space, so they don't need one. The subtext of a slave creature rising up and destroying the creator has been and can be read in many ways. In light of Lovecraft's xenophobia, it can be read as a commentary on race and the change in the power of the white man, another reading is a socialist commentary on the importance of the worker (thanks China Mieville).