What works did Lovecraft and his "Cthulhu Mythos" draw from?

Question

H. P. Lovecraft frequently referenced, drew inspiration from, or outright borrowed elements from others' works. In order to fully appreciate the references and allusions in Lovecraft's stories, what other works should an interested reader be familiar with (at least, if not read cover to cover)?

In order to keep this on topic and not opinion-based, allow me to define the scope of this question to include the following:

• Authors and works that Lovecraft used elements from, e.g. "Nameless Cults" from Robert E. Howard's stories.
• Authors and others (e.g. artists) whose works Lovecraft alluded do, e.g. "a Poe or a Bulwer". If (as in this example, I think) no specific work is named or can be inferred, what would be a suitable example of their work?
• Works that Lovecraft is known (or reasonably believed) to have been familiar with and inspired by, if they don't fall into the above categories.

The following are not in the scope of this question:

• Later "Cthulhu Mythos" works—even if they added greatly to the modern conception of the mythos—unless they fall into the above categories.
• Scholarly works exploring the connections between Lovecraft and other authors. (These can of course be given as sources for answers, but I am not looking for works of this sort as answers in themselves.)

Answer 1

I'm going to post the results of my own reading and research here, although honestly I was hoping someone already had a list from Lovecraft scholarship that they could share!

This list is subject to revision, expansion, deletion, and rearrangement as I find out more.

Authors whose works Lovecraft drew elements from

Robert W. Chambers

The King in Yellow (1895)

Invented the Yellow Sign and the titular play, The King in Yellow. Chambers borrowed "Hastur" and other names from Ambrose Bierce, but it seems like it would be a stretch to say that Bierce's work inspired the Cthulhu mythos in anything more than cool-sounding names.

Seen in:

• The Whisperer in Darkness

Robert E. Howard

The Children of the Night and The Black Stone (both 1931)

Introduced the book "Nameless Cults", and its author, von Junzt. Notably, Lovecraft's references in the stories listed below were fairly well identical to one another, and called it by its supposedly "original" German name of "Unaussprechlichen Kulten", although August Derleth is supposed to have been the one to come up with the (apparently questionable) translation into German.

Seen in:

• The Dreams in the Witch-House
• The Haunter of the Dark
• The Shadow Out of Time
• The Thing on the Doorstep

The Conan stories (1932 onwards)

Invented the prehistoric land of Cimmeria.

Seen in:

• The Shadow Out of Time

Frank Belknap Long

The Hounds of Tindalos (1929)

Lovecraft name-dropped the titular Hounds. Long also mentioned "Doels", which might have been inspired by Arthur Machen's "Dôls" (see below), and in this particular case Lovecraft used the same spelling.

Seen in:

• The Whisperer in Darkness

Arthur Machen

The White People (1904)

Introduced a whole lot of unexplored occult concepts, of which Lovecraft certainly borrowed at least one. Lovecraft also wrote an admiring review of this story.

Aklo language seen in:

• The Dunwich Horror
• The Haunter of the Dark

"Dôls" may have inspired:

• The Dream-Quest of Unknown Kadath ("Dholes")
• Through the Gates of the Silver Key ("Dholes")
• The Whisperer in Darkness ("Doels")

Clark Ashton Smith

The Hyperborean Cycle (1931 onwards)

Invented Hyperborea, Commoriom and the worship of Tsathoggua. Lovecraft read one of the stories in 1929, well before Smith published it, and included references to it in works published before Smith's own.

Seen in:

• At the Mountains of Madness (Hyperborea, Commoriom, Tsathoggua)
• The Shadow Out of Time (Hyperborea, Tsathoggua)
• The Whisperer in Darkness (Hyperborea, Commoriom, Tsathoggua)
• Through the Gates of the Silver Key (Hyperborea, Tsathoggua)

Authors and others whose works Lovecraft alluded to

Edward Bulwer-Lytton

Bulwer-Lytton is mentioned in Lovecraft's essay "Supernatural Horror in Literature", which specifically mentions his story The House and the Brain. He is presumably the person alluded to as "Bulwer" in Dagon.

Gustav Doré

An artist that Lovecraft name-dropped several times: in Dagon, in The Horror at Red Hook, in Pickman's Model, and in The Whisperer in Darkness.

I can't find any indications as to what images of Doré's specifically invited these allusions, but if I had to guess, I'd say it was his illustrations of The Divine Comedy, given their often fantastic or demoniac content.

Edgar Allen Poe

Lovecraft wrote very admiringly of Poe, and presumably meant him by the offhand references to "Poe" in Dagon and The Whisperer in Darkness. He quotes Poe's "Ulalume" in At the Mountains of Madness, and for extra confusion, in The Transition of Juan Romero he quotes Poe's quotation (introducing A Descent Into The Maelström) of philosopher Joseph Glanvill.

Poe himself appears (at least in passing) in The Shunned House.

Virgil

The Aeneid is twice referenced in The Tomb. First, it provides the introductory quote: "Sedibus ut saltem placidis in morte quiescam." (J. W. Mackail's English prose translation renders this as "...that at least in death I may find a quiet resting-place.") This line is spoken by the shade of Palinurus, who had not been given a burial and so had no rest in death.

Secondly, "the sad fate of Palinurus" is mentioned in the text of the story itself.

Others Lovecraft is known to been influenced by

Robert Bloch

Mentored in writing by Lovecraft, Bloch's stories The Shambler From the Stars and The Shadow From the Steeple are described as the first and third of a trilogy, of which Lovecraft's The Haunter of the Dark is the second.

August Derleth

Carried on a long correspondence with Lovecraft. While his main influence on the mythos was expanding and codifying it after Lovecraft's death, he did apparently contribute at least one concrete item to Lovecraft's own writing: the already-mentioned German name of the fictitious "Nameless Cults".

Lovecraft named the Comte d'Erlette, author of the eldritch tome Cultes des Goules, after Derleth.

E. Hoffmann Price

Collaborated with Lovecraft on Through the Gates of the Silver Key, and Lovecraft allegedly gave a very strong endorsement of Price's controversial The Stranger from Kurdistan.

Answer 2

The King in Yellow, by Robert W Chambers, is one known influence to Lovecraft. HP Lovecraft himself included references to "the King in Yellow" in some of his works, although mainly as a written play that people found and sometimes read. One of many occult texts Lovecraft referred to, such as the Necronomicon. Lovecraft also associated Hastur with the Yellow Sign, although he didn't make clear the exact nature of the connection in his own works.

The King as a character in-universe wasn't explicitly seen until August Derleth's "reorganization" of the Cthulhu Mythos established him as an avatar of Hastur. But that's stepping outside the bounds of what you asked for, so I digress.