Bloodborne is probably the best Lovecraftian horror story that Lovecraft never wrote, with themes of horrific transformation, obsessive questing for forbidden knowledge regardless of the cost to anyone else, and alien horrors lurking just beyond the threshold of normal perception. If playing through a video game isn't what you're looking for, then I'd at least recommend looking up some explanations of the lore and setting--the Youtuber Vaatvidya has an amazingly deep and atmospheric series of essays on the story.
Stephen King has done a lot of good stuff in this vein. Aside from the ones already mentioned, IT, From a Buick 8 and the short story 1408 all have that feel of "brushing along the edge of something too alien and terrible for us to think about".
Stephen King has done a lot of good stuff in this vein. Aside from the ones already mentioned, IT, From a Buick 8 and the short story 1408 all have that feel of "brushing along the edge of something too alien and terrible for us to think about".
