The Colour Out of Space
Lumley's list of his favourite horror stories—"not complete by any means and by no means in order of preference"—includes M. R. James' "Count Magnus", Robert E. Howard's "The Black Stone", Robert W. Chambers' "The Yellow Sign" from "The King in Yellow", William Hope Hodgson's "The Voice in the Night", and H. P. Lovecraft's "The Haunter of the Dark" and "The Colour Out of Space".