His first appearance was in the poem of the same name, but he is mostly renowned for his part in he stories The Dream Quest of Unknown Kaddath and The Haunter of the Dark. He is also referenced in many more stories as a being of pure evil, for human terms that is.
While most other elder gods ignore the lives of men, Nyarlathotep spends some of his time playing with us, giving us technology and science, new ways for us to kill ourselves. He generally takes the form of a black, handsome man, sometimes more Egyptian looking. Nylarthotep is thought to have helped us create the Pyramids and the Nuclear bomb. Apart from that, Nylarthotep also lures victims to their insanity by intriguing them with marvelous shows of magic tricks and whatnot before revealing the dark secrets of the universe. He is perhaps the most human of all the Lovecraftian gods.