Oh yeah, and the Nightland, by William Hope Hodgson. One of the greatest works of imagination ever written. Lovecraft said it was the darkest fruit that could be found.
It, and his other works, can be found here:
http://www.thenightland.co.uk/nightlin.html#content
You can find an ebook version on Gutenberg;
The House on Borderland is also very good.