Not sure if anyone else here has read The Willows?
http://www.gutenberg.org/ebooks/11438
or The Wendigo?
http://www.gutenberg.org/ebooks/10897
Be warned that there is some racism in these, though nothing as gratuitously horrible as HP Lovecraft or Robert E Howard. They are from the early 20th century, alas.
What's interesting to me about Blackwood though is that, while he predates Lovecraft, his themes are a lot more modern. Pay attention in particular to how his characters behave under extremes of psychological stress, when their worldviews start to fray at the edges, and you'll see what I mean.