Thought this up while seeing a recent post by @patrickklepek looking for books but figured I'd share it with everyone, especially this close to October. Two rather recent discoveries or rediscoveries for me as it's easy to lose things on the misty corners of the www. One is the Dark Adventure Radio Theatre doing radio shows of some of HPL's work (http://cthulhulives.org/), after hearing all of them I'd say that my favourite ones are the Mountains of Madness, Shadow out of Time & Colour out of Space but these all are good. Instead of just reading them they have adapted the stories to a radio program giving the story a richer atmosphere.
Other is a literary podcast talking on select HPL stories (http://hppodcraft.com/). This one the audio bites are about 30 minutes long but each one discussing a few stories at a time going into the history of the story as well as having interviews with other well known people creating Cthulhu films/books/art/ect.
Fans of H.P. Lovecraft or others might have seen these already but just in case, cheers.