Stephen King wrote a TERRIFIC short story called 'N' in his new collection, Just After Midnight.  It's a homage to Lovecraft and deals with our perception of realities.
Here's a WONDERFUL video interview with King talking about it: http://www.simonandschuster.com/multimedia?video=28234768001
and here is the animated  version of the story:
http://www.simonandschuster.com/multimedia?video=1683793388
I bought the three books of Lovecraft, but it was so hard to read.   Still when you listen to it (radio 7 broadcast them regularly) it's the nearest thing to being transported...
