Rob and I watched this documentary "H.P. Lovecraft: Fear of the Unknown" the other night, and give it our highest praise in that we were totally lids-down (no laptops) the whole time we watched.
Fascinating tale not only of the horror writer's life, but of many of his famed stories. Even if you only know a little about Lovecraft, you'll walk away wanting to read up. Amazon can sure help you out with that, but a lot of them are in the public domain and can be read online for free.