This collection is available at Sacred Texts and it is one of the most convenient places online to explore Lovecraft's writings. You'll see Bruno Hare's note there about how the copyrights for many of Lovecraft's works were not renewed (he had no heirs), which is why you will find free copies like this to read online. I think Lovecraft would be very pleased if he knew!
The Alchemist (1916)
The Beast in the Cave (1918)
Beyond the Wall of Sleep (1919)
Dagon (1919)
Memory (1919)
The Picture in the House (1919)
The White Ship (1919)
The Cats of Ulthar (1920)
The Doom That Came to Sarnath (1920)
Nyarlathotep (1920)
Polaris (1920)
The Statement of Randolph Carter (1920)
The Street (1920)
Ex Oblivione (1921)
Facts Concerning the Late Arthur Jermyn and His Family (1921)
The Nameless City (1921)
The Terrible Old Man (1921)
The Tree (1921)
Celephais (1922)
The Music of Erich Zann (1922)
The Tomb (1922)
Hypnos (1923)
The Lurking Fear (1923)
What the Moon Brings (1923)
In the Vault (1925)
He (Weird Tales, 1926)
The Moon-Bog (Weird Tales, 1926)
The Colour Out of Space (1927)
The Horror at Red Hook (Weird Tales, 1927)
Pickman's Model (Weird Tales, 1927)
Cool Air (1928)
The Call of Cthulhu (Weird Tales, 1928)
The Dunwich Horror (Weird Tales 1929)
The Silver Key (Weird Tales, 1929)
The Strange High House in the Mist (Weird Tales, 1931)
The Whisperer in the Darkness (Weird Tales, 1931)
Chapter 1
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 7
Chapter 8
The Other Gods (1933)
The Dreams in the Witch House (Weird Tales, 1933)
From Beyond (1934)
The Quest of Iranon (1935)
The Haunter of the Dark (Weird Tales, 1936)
The Shadow out of Time (Astonishing Stories, 1936)
Chapter 1
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 7
Chapter 8
The Shunned House (Weird Tales, 1937)
The Thing on the Doorstep (Weird Tales, 1937)
Azathoth (1938)
The Book (1938)
The Descendant (1938)
The Evil Clergyman (Weird Tales, 1939)
The Case of Charles Dexter Ward (Weird Tales, 1941)
I. A Result and a Prologue
II. An Antecedent and a Horror
III. A Search and an Evocation
IV. A Mutation and a Madness
V. A Nightmare and a Cataclysm
The Shadow over Innsmouth (Weird Tales, 1942)
Chapter I
Chapter II
Chapter III
Chapter IV
Chapter V
The Dream-Quest of Unknown Kadath (The Arkham Sampler, 1948)
Part I
Part II
Part III
Part IV
Part V
