And I've literally just today finished a very sad novella by Arthur Machen called The Hill of Dreams (Gutenburg text here) about a lonely boy growing up in an area very like Wroxeter (though it's set over the Welsh border I think) who becomes obsessed with a vanished Roman city, until it becomes more real to him than the real world. Perhaps he is in some way damned. It's written in a dense, lush, decadent Edwardian style, all swooning sensuality, but almost nothing happens in a long, long read.
I think Arthur Machen is a wonderful writer, though in some ways he believed the opposite of everything I believe. He was a Tory, a high church Anglican, he probably opposed votes for women. Like Lovecraft he seemed to experience life primarily through a feeling of terror, which needed to be controlled by being very fastidious and right wing. But I think that at least terror of infinity and otherness is a real feeling, at least it's a direct engagement with the awesome.
Machen was involved with paganism as a young man and I think it frightened him, and in a sense all his works are a big 'DON'T GO INTO THE WOODS' warning. And yet they also make the woods seem wonderful and entrancing. I think his influence on modern writers is huge, particularly Alan Moore and M John Harrison, which was where I started.
Here's a review of Hill of Dreams at Infinity Plus which makes many of these points.