William Hope Hodgson
 
He is a terrifying writer. More so I think than CAS whose prose is more like poetry and equal to Lovecraft at his most frightening. Another spiritual father of the Weird Tales writers, his 'Boats of the Glen Carrig', Nightlands, House on the Borderlands, and The Ghost Pirates set their own standards for strange and disturbing fiction. Each of these 4 novels takes a different tack on horror though all done with Hodgson's talent and imagination.
 
His major works are available free on kindle and I believe his complete works are $1.99 (though they are all public domain so free versions may be available).
 
(Sam Gafford posts a wonderful WHH blog on wordpress that is well worth reading).
 
Note: This a wiki list so take it with a grain of salt as far as completeness or accuracy.
 
Novels
 
The Boats of the "Glen Carrig" (1907)
The House on the Borderland (1908)
The Ghost Pirates (1909)
The Night Land (1912)
 
Short Stories
 
"The Goddess of Death" (1904)
"Terror of the Water-Tank" (1907)
"Bullion" (1911)
"The Mystery of the Water-Logged Ship" (1911)
"The Ghosts of the Glen Doon" (1911)
"Mr. Jock Danplank" (1912 )
"The Mystery of Captain Chappel" (1917 )
"The Home-Coming of Captain Dan" (1918 )
"Merciful Plunder" (1925)
"The Haunting of the Lady Shannon" (1975)
"The Heathen's Revenge" (1988)
"A Tropical Horror" (1905)
"The Voice in the Night" (1907)
"The Derelict" (1912)
"Eloi Eloi Lama Sabachthani" ("The Baumoff Explosive" 1919)
"The Shamraken Homeward-Bounder"
"Out of the Storm"
"The Albatross"
"The 'Prentices' Mutiny"
"The Island of the Crossbones"
"The Stone Ship"
"The Regeneration of Captain Bully Keller"
"The Mystery of Missing Ships"
"We Two and Bully Dunkan"
"The Haunted Pampero"
"The Real Thing: 'S.O.S.'"
"Jack Grey, Second Mate"
"The Smugglers"
"In the Wailing Gully"
"The Girl with the Grey Eyes"
"Kind, Kind and Gentle Is She"
"A Timely Escape"
"The Homecoming of Captain Dan"
"On the Bridge"
"Through the Vortex of a Cyclone"
"A Fight with a Submarine"
"In the Danger Zone"
"Old Golly"
"Demons of the Sea"
"The Wild Man of the Sea"
"The Habitants of Middle Islet"
"The Riven Night"
"The Heaving of the Log"
"The Sharks of the St. Elmo"
"Sailormen"
"By the Lee"
"The Captain of the Onion Boat"
"The Sea-Horses"
"The Valley of Lost Children"
"Date 1965: Modern Warfare"
"My House Shall Be Called the House of Prayer"
"Judge Barclay's Wife"
"How the Honorable Billy Darrell Raided the Wind"
"The Friendship of Monsieur Jeynois"
"The Inn of the Black Crow"
"What Happened in the Thunderbolt"
"How Sir Jerrold Treyn Dealt with the Dutch in Caunston Cove"
"Jem Binney and the Safe at Lockwood Hall"
"Diamond Cut Diamond with a Vengeance"
"The Room of Fear"
"The Promise"
 
Sargasso Sea stories
"From the Tideless Sea Part One"
"The Mystery of the Derelict"
"The Thing in the Weeds"
"The Finding of the Graiken"
"The Call in the Dawn" ("The Voice in the Dawn")
 
Carnacki stories
"The Thing Invisible"
"The Gateway of the Monster"
"The House Among the Laurels"
"The Whistling Room"
"The Searcher of the End House"
"The Horse of the Invisible"
"The Haunted Jarvee"
"The Find"
"The Hog"
 
Captain Jat stories
"The Island of the Ud"
"The Adventure of the Headland"
 
Captain Gault stories
"Contraband of War"
"The Diamond Spy"
"The Red Herring"
"The Case of the Chinese Curio Dealer"
"The Drum of Saccharine"
"From Information Received"
"The German Spy"
"The Problem of the Pearls"
"The Painted Lady"
"The Adventure of the Garter"
"My Lady's Jewels"
"Trading with the Enemy"
"The Plans of the Reefing Bi-Plane"
 
D.C.O. Cargunka stories
"The Bells of the Laughing Sally"
"The Adventure with the Claim Jumpers"
 
Selected short story collections
Carnacki, the Ghost-Finder
Men of the Deep Waters
The Luck of the Strong
Captain Gault, Being the Exceedingly Private Log of a Sea-Captain
Carnacki, the Ghost-Finder
 
Poems
 
"Amanda Panda"
"Beyond the Dawning"
"Billy Ben"
"Bring Out Your Dead"
"The Calling of the Sea"
"Down the Long Coasts"
"Eight Bells"
"Grey Seas are Dreaming of My Death"
"The Hell! Oo! Chaunty"
"I Come Again"
"I Have Borne My Lord a Son"
"Listening"
"Little Garments"
"Lost"
"Madre Mia"
"Mimosa"
"The Morning Lands"
"My Babe, My Babe"
"Nevermore"
"The Night Wind"
"O Parent Sea"
"The Pirates"
"The Place of Storms"
"Rest"
"The Ship"
"The Sobbing of the Freshwater"
"The Song of the Great Bull Whale"
"Song of the Ship"
"Speak Well of the Dead"
"Storm"
"Thou Living Sea"
"To My Father"
"The Voice of the Ocean"
"Shoon of the Dead"
"Who Make Their Bed in Deep Waters"
 
Poetry collections
The Calling of the Sea
The Voice of the Ocean
Poems of the Sea
The Lost Poetry of William Hope Hodgson