One thing that occurred to me, reading "Cool Air" again -- The story is, I suppose, usually compared to Poe's "M. Valdemar" story, but one could compare it to Machen's "Inmost Light." In that story, you have a character who says, "...I feel sometimes positively overwhelmed with the thought of the vastness and complexity of London. Paris a man may get to understand thoroughly with a reasonable amount of study; but London is always a mystery. In Paris you may say: 'Here live the actresses, here the Bohemians, and the Ratés'; but it is different in London. You may point out a street, correctly enough, as the abode of washerwomen; but, in that second floor, a man may be studying Chaldee roots, and in the garret over the way a forgotten artist is dying by inches." There's a similar sense, in "Cool Air," of New York as a place in which you might happen to encounter something very strange going on, on the other side of an ordinary dwelling-place. Lovecraft's narrator writes, "I found [horror] in the glare of mid-afternoon, in the clangour of a metropolis, and in the teeming midst of a shabby and commonplace rooming-house with a prosaic landlady and two stalwart men by my side. In the spring of 1923 I had secured some dreary and unprofitable magazine work in the city of New York; and being unable to pay any substantial rent, began drifting from one cheap boarding establishment to another in search of a room which might combine the qualities of decent cleanliness, endurable furnishings, and very reasonable price. It soon developed that I had only a choice between different evils, but after a time I came upon a house in West Fourteenth Street which disgusted me much less than the others I had sampled." The narrator says he "found" horror -- but he wasn't looking for it, he was just looking for an affordable place to stay in New York, while Machen's narrator wasn't looking for horror, but was rambling about in a London suburb, when he happened to see a dreadful face.