Wired magazine have published a copy of Lovecraft's Commonplace Book. A commonplace book is a list of ideas and thoughts, and Lovecraft's provides some great insights into his thinking and writing process.
You can even see clear progression from concept to story, with entry forty two (Fear of mirrors—memory of dream in which scene is altered and climax is hideous surprise at seeing oneself in the water or a mirror. (Identity?) [Outsider?])being clear precursor to Lovecraft’s The Outsider.
From a gaming point of view it is simply an amazing resource full on scenario and scene ideas. I find simply casting my eye down the list the list sparks off story ideas with almost every entry.