Here is some info on some books by an author who wrote in Weird Tales during the first years of the magazine. His name is C. M. Eddy, Jr. He was a friend and confidant to both H. P. Lovecraft and Houdini during the 1920's. Eddy worked with them on projects separately and together.

Below are two books of his collected short stories, they are -

Exit Into Eternity: Tales of the Bizarre and Supernatural by C. M. Eddy, Jr.
ISBN  9780970169907

The Loved Dead and Other Tales by C. M. Eddy, Jr.
ISBN  9780970169921

The stories included run the gamut from horror, mystery, supernatural and the macabre. The tales were edited using Eddy's original handwritten manuscripts from the early part of the 20th Century. These are classics that have been collected together for the first time.

Also a collection of personal memories by Eddy and his wife Muriel of Lovecraft as they knew him as a friend and fellow writer in Providence, Rhode Island.

The Gentleman From Angell Street: Memories of H. P. Lovecraft by Muriel and C. M. Eddy, Jr.
ISBN  9780970169914

They are available from any bookstore or got to -

http://www.fenhampublishing.com

I know you will enjoy them.