At The Mountains Of Madness contains the titular novel, along with The Case Of Charles Dexter Ward and The Dream-Quest Of Unknown Kadath. All three are (if loosely) part of the overall Cthulu mythos, that unwritten history of a world manipulated by Elder Gods and evil that lurks behind the cozy walls of our universe.
Part of the horror of Lovecraft's writing is the style he chooses to deliver his mysteries. He's not one for the purple prose that fills the pages of most airport horror fiction. Instead, Lovecraft chooses to use the normally innocent styles of journalism, or of scientific papers. At The Mountains Of Madness is a scientist's retelling of a disaster-filled expedition to Antarctica, one that finds relics of a civilisation that dates to before the first amphibian crawled from the primeval swamp, while The Case Of Charles Dexter Ward is a report on the escape of a lunatic, an escape that reveals more of the darkness behind the walls of the world than we really need to know.
It took a little while for me to realise why The Dream-Quest Of Unknown Kadath felt so familiar. And then it hit me - this is what Jack Vance must have been reading before he began his writing career. A picaresque travelogue through an incredible imagined world, The Dream-Quest... introduces the wild variety of cultures and creatures that were to fill Vance's later works.
Roll for SAN before reading, but do read, as these are true classics of fantastic fiction.