At the Mountains of Murkiness (1940) by Arthur C. Clarke
The Fillmore Shoggoth by Harry Turtledove
Devil's Bathtub by Lois H. Gresh
The Witness in Darkness by John Shirley
How the Gods Bargain by William Browning Spencer
A Mountain Walked by Caitlin R. Kiernan
Diana of the Hundred Breasts (1996) by Robert Silverberg
Under the Shelf by Michael Shea
Cantata by Melanie Tem
Cthulhu Rising by Heather Graham
The Warm by Darrell Schweitzer
Last Rites by K. M. Tonso
Little Lady by Jeanne Cook [as by J. C. Koch]
White Fire by Joseph S. Pulver, Sr.
A Quirk of the Mistral by Jonathan Thomas
The Dog Handler's Tale by Donald Tyson
The increasingly omnipresent S.T. Joshi serves up a two-part anthology in which many (though not all) stories have been inspired in some way by HPL's chilling 1930's short novel At the Mountains of Madness. Some go the route of having the story told from new POV's -- "The Witness in Darkness" by John Shirley and "The Dog Handler's Tale" by Donald Tyson both do nicely with these alternate, partially revisionist takes on HPL's original. Darrell Schweitzer offers a similar alternate take, this time on HPL's "Pickman's Model."
Other stories extrapolate sequels ranging from the bleakly funny (Shoggoths raid San Francisco in "The Fillmore Shoggoth" by Harry Turtledove, imperiling an aged HPL and a rock band that plays HPL-inspired songs) to the modernist cool of Joseph Pulver's "White Fire." Joshi also reprints an early Arthur C. Clarke parody of Lovecraft that's an interesting curiosity.
Cosmic horrors without explicit Lovecraft references seem to make for the best stories in this volume, from Robert Silverberg's atypical "Diana of the Hundred Breasts" to the Wild West grotesqueries of "Little Lady" by Jeanne Cook.
My favourites here, or at least those stories that offered the most chills, are "How the Gods Bargain" by William Browning Spencer and "A Mountain Walked" by Caitlin R. Kiernan. Spencer's story is typically quirky in its tale of high-school jealousies and extraordinarily odd alien edifices. Kiernan works in what is my favourite mode of hers -- the pseudo-documentarian historical narrative -- as she recounts a puzzling encounter involving a 19th-century archaeological dig in America's Old West. In all, recommended.