Let's see... I have the revised Arkham House editions edited by S. T. Joshi (early printings, before the changeover to the dreadful new cover art) as well as the Derleth-edited original edition of the Arkham House
The Dunwich Horror and Others;
Miscellaneous Writings; an
Arkham Collector containing the only extant part of a letter HPL wrote to his future wife, Sonia; the five-volume
Selected Letters; the three-volume Penguin modern classics set with cover art by, respectively, John Martin (1789-1854), Gustave Doré (1832-1883), and Henry Fuseli (1741-1825); I have both the Beagle/Boxer 11-volume set (titled The Arkham Collection of H. P. Lovecraft) as well as the later Ballantine reprint of 6 of those volumes (they left out
The Lurker at the Threshold,
The Trail of Cthulhu,
The Mask of Cthulhu, and
The Case of Charles Dexter Ward); the Gollancz
Necronomicon volume; the Barnes & Noble
Tales; a Scholastic Book Services edition of
The Shadow Over Innsmouth and Other Stories of Horror, ed. by Margaret Ronan; the two volumes of the
Annotated H. P. Lovecraft; a rather hefty number of publications by Necronomicon Press; all the Hippocampus Press volumes;
The Ancient Track: The Complete Poetical Works of H. P. Lovecraft (both hardbound and softcover);
Fungi from Yuggoth and Other Poems (Ballantine);
A Winter Wish and Other Poems (ed. by Tom Collins); the
Books at Brown volume with HPL's letters to John Dunne;
Lord of a Visible World: An Autobiography in Letters; the two Night Shade Books volumes of letters; a photocopy I made some years ago (for research purposes) of
The Dark Brotherhood; and some scattered volumes here and there that I am almost certainly forgetting....
Oh, yes... and the exquisite
Lovecraft at Last, by HPL and Willis Conover:
http://www.hplovecraft.com/study/bios/atlastcsp.asp