Here is a link that has the most complete online collection of Lovecraft's stories as well as poetry, non-fiction, and work he wrote with other people.
http://www.ask.com/bar?q=complete+work+of+H.P.Lovecraft&page=1&qsrc=2417&ab=2&u=http%3A%2F%2Frca.vmk.zhdk.ch%2Flovecraft%2Fhtml%2F
The Alchemist [HTML | TXT]
At the Mountains of Madness [HTML | TXT]
Azathoth [HTML | TXT]
The Beast in the Cave [HTML | TXT]
Beyond the Wall of Sleep [HTML | TXT]
The Book [HTML | TXT]
The Call of Cthulhu [HTML | TXT]
The Case of Charles Dexter Ward [HTML | TXT]
The Cats of Ulthar [HTML | TXT]
Celephais [HTML | TXT]
The Colour Out of Space [HTML | TXT]
Cool Air [HTML | TXT]
Dagon [HTML | TXT]
The Descendant [HTML | TXT]
The Doom That Came to Sarnath [HTML | TXT]
The Dream Quest of Unknown Kadath [HTML | TXT]
Dreams in the Witch-House [HTML | TXT]
The Dunwich Horror [HTML | TXT]
The Evil Clergyman [HTML | TXT]
Ex Oblivione [HTML | TXT]
Facts Concerning the Late Arthur Jermyn and His Family [HTML | TXT]
The Festival [HTML | TXT]
From Beyond [HTML | TXT]
The Haunter Of The Dark [HTML | TXT]
He [HTML | TXT]
Herbert West: Reanimator [HTML | TXT]
The Horror at Red Hook [HTML | TXT]
The Hound [HTML | TXT]
Hypnos [HTML | TXT]
Ibid [HTML | TXT]
Imprisoned with the Pharaos [HTML | TXT]
In The Vault [HTML | TXT]
The Lurking Fear [HTML | TXT]
Memory [HTML | TXT]
The Moon-Bog [HTML | TXT]
Nyarlathotep [HTML | TXT]
The Music of Erich Zann [HTML | TXT]
The Nameless City [HTML | TXT]
Old Bugs [HTML | TXT]
The Other Gods [HTML | TXT]
The Outsider [HTML | TXT]
Pickman's Model [HTML | TXT]
The Picture in the House [HTML | TXT]
Polaris [HTML | TXT]
The Quest of Iranon [HTML | TXT]
The Rats in the Walls [HTML | TXT]
A Reminiscence Of Dr. Samuel Johnson [HTML | TXT]
The Shadow Out of Time [HTML | TXT]
The Shadow Over Innsmouth [HTML | TXT]
The Shunned House [HTML | TXT]
The Silver Key [HTML | TXT]
The Statement of Randolph Carter [HTML | TXT]
The Strange High House in the Mist [HTML | TXT]
The Street [HTML | TXT]
Sweet Ermengarde by Percy Simple [HTML | TXT]
The Temple [HTML | TXT]
The Terrible Old Man [HTML | TXT]
The Thing on the Doorstep [HTML | TXT]
The Tomb [HTML | TXT]
The Transition of Juan Romero [HTML | TXT]
The Tree [HTML | TXT]
The Unnamable [HTML | TXT]
The Very Old Folk [HTML | TXT]
What the Moon Brings [HTML | TXT]
The Whisperer in Darkness [HTML | TXT]
The White Ship [HTML | TXT]
Fiction: Revisions and Collaborations
Ashes with C. M. Eddy [HTML | TXT]
The Battle that Ended the Century with Robert Barlow [HTML | TXT]
The Challenge from Beyond with C. L. Moore, A. Merritt, Robert E. Howard, and Frank Belknap Long [HTML | TXT]
Collapsing Cosmoses with Robert Barlow [HTML | TXT]
The Crawling Chaos with Elizabeth Berkeley [HTML | TXT]
The Curse of Yig with Zealia Bishop [HTML | TXT]
Deaf, Dumb, and Blind with C. M. Eddy [HTML | TXT]
The Diary of Alonzo Typer with William Lumley [HTML | TXT]
The Disinterment with Duane W. Rimel [HTML | TXT]
The Electric Executioner with Adolphe de Castro [HTML | TXT]
The Ghost Eater with C. M. Eddy [HTML | TXT]
The Green Meadow with Winifred V. Jackson [HTML | TXT]
The Horror at Martin's Beach with Sonia H. Greene [HTML | TXT]
The Horror in the Burying Ground with Hazel Heald [HTML | TXT]
The Horror in the Museum with Hazel Heald [HTML | TXT]
The Last Test with Adolphe de Castro [HTML | TXT]
The Loved Dead with C. M. Eddy [HTML | TXT]
The Man of Stone with Hazel Heald [HTML | TXT]
Medusa's Coil with Zealia Bishop [HTML | TXT]
The Mound with Zealia Bishop [HTML | TXT]
The Night Ocean with R. H. Barlow [HTML | TXT]
Out of the Aeons with Hazel Heald [HTML | TXT]
Poetry and the Gods with Anna Helen Crofts [HTML | TXT]
The Thing in the Moonlight with J. Chapman Miske [HTML | TXT]
Through the Gates of the Silver Key with E. Hoffmann Price [HTML | TXT]
Till A' the Seas with R. H. Barlow [HTML | TXT]
The Trap with Henry S. Whitehead [HTML | TXT]
The Tree on the Hill with Duane W. Rimel [HTML | TXT]
Two Black Bottles with Wilfred Blanch Talman [HTML | TXT]
The Winged Death with Hazel Heald [HTML | TXT]
Within The Walls Of Eryx with Kenneth Sterling [HTML | TXT]
Poetry
An American to Mother England [HTML | TXT]
Astrophobos [HTML | TXT]
The Bride of the Sea [HTML | TXT]
The Cats [HTML | TXT]
Christmas Blessings [HTML | TXT]
Christmas Snows [HTML | TXT]
Christmastide [HTML | TXT]
The City [HTML | TXT]
The Conscript [HTML | TXT]
Despair [HTML | TXT]
To Edward John Moreton Drax Plunkett, Eighteenth Baron Dunsany [HTML | TXT]
Egyptian Christmas [HTML | TXT]
Fact and Fancy [HTML | TXT]
Festival [HTML | TXT]
Fungi from Yuggoth [HTML | TXT]
The Garden [HTML | TXT]
Good Saint Nick [HTML | TXT]
Halcyon Days [HTML | TXT]
Hallowe'en in a Suburb [HTML | TXT]
The House [HTML | TXT]
Laeta; A Lament [HTML | TXT]
Lines on General Robert E. Lee [HTML | TXT]
Little Tiger [HTML | TXT]
The Messenger [HTML | TXT]
Nathanica [HTML | TXT]
Nemesis [HTML | TXT]
Ode for July Fourth, 1917 [HTML | TXT]
On Receiving a Picture of Swans [HTML | TXT]
Pacifist War Song - 1917 [HTML | TXT]
The Peace Advocate [HTML | TXT]
The Poe-ets Nightmare [HTML | TXT]
Poemata Minoria, Volume II [HTML | TXT]
Providence [HTML | TXT]
The Rose of England [HTML | TXT]
On Reading Lord Dunsany's Book of Wonder [HTML | TXT]
Revelation [HTML | TXT]
St. John [HTML | TXT]
Sunset [HTML | TXT]
Tosh Bosh [HTML | TXT]
Where Once Poe Walked [HTML | TXT]
Waste Paper [HTML | TXT]
The Wood [HTML | TXT]
Essays
The Allowable Rhyme [HTML | TXT]
At the Root (This link was broken at the original Lovecraft Library, so I couldn't convert the file.)
Cats and Dogs [HTML | TXT]
The Despised Pastoral [HTML | TXT]
History of the Necronomicon [HTML | TXT]
Metrical Regularity [HTML | TXT]
Notes On Writing Weird Fiction [HTML | TXT]
Supernatural Horror in Literature with bibliography [HTML | TXT]
Juvenilia
The Little Glass Bottle [HTML | TXT]
The Mysterious Ship [HTML | TXT]
The Mystery of the Grave-Yard [HTML | TXT]
The Secret Cave [HTML | TXT]
Forum 
