My list at present includes the following:
1. "I Cthulhu: or What’s A Tentacle-Faced Thing Like Me Doing In A Sunken City Like This (Latitude 47 ° 9’ S, Longitude 126 ° 43’ W)?"
* originally published in 1986, now online
2. "Only The End of the World Again"
* originally published in 1994 in Shadows Over Innsmouth
3. "Shoggoth's Old Peculiar"
* originally published in 1998 in The Mammoth Book of Comic Fantasy
[Both "Only The End of the World Again" and "Shoggoth's Old Peculiar" are also available in Smoke and Mirrors: Short Fictions and Illusions]
4. "A Study in Emerald"
* originally published in 2003 in Shadows over Baker Street, now online
* 2004 Hugo Award Winner
Also, there's Neil Gaiman's interview in the 2004 documentary The Eldritch Influence: The Life, Vision and Phenomenon of H.P. Lovecraft
If you know of anything I've missed, please let me know! Thanks so much.
Quotes for the day:
"He simply gave you a vision of an impossibly inhospitable universe in which we are screwed."
"The interesting thing is in Lovecraft, people don't do the wrong thing in the way that you normally do in horror fiction. In horror fiction, you do the wrong thing: you go into the shop and you buy that cat-headed object you probably shouldn't, or whatever, and everything goes bad. In Lovecraft, you simply get a room in a wrong place, move to the wrong town, read the wrong story. You're just screwed."
-Neil Gaiman on H.P. Lovecraft from The Eldritch Influence: The Life, Vision and Phenomenon of H.P. Lovecraft