I met a man in the dealer’s room at the Baltimore Science Fiction Convention a few years ago. He was standing at a table filled with books and told me he’d written every one of them. I glanced to see his name and exclaimed, “You’re H.P. Lovecraft?” 
(Yes, I knew better.)
Well no, he wasn’t, but he was allowed to use those characters officially, or at least so he said. And some of the books on the table were by him.
At midnight with a shovel?
It’s been said that, if he had signed it “E. A. Poe”, people would have believed it.
I thought it was by Poe, for years. I recall looking through my old hardbound collection of Poe’s stories and wondering why it wasn’t there.
“The Color out of Space” was my intro, and still one of my favorites, if not the favorite. I’ve been listening to the 19 Nocturne Boulevard reading of it, but it’s pretty crap. I really need to remember the next time I need some retail therapy to pick up the Dark Adventure Radio Theaterproduction. (Same folks who did Call of Cthulhu and The Whisperer in Darkness, btw.)
I’ve really embraced my Lovecraft love since this thread started. I now have a minivan with a Cthulhu vinyl family on the back window, and the license plate FHTAGN! We also finally bought Arkham Horror, and used it to indoctrinate my best friend into the HPL cult. She just informed me that she bought his complete works and is reading them in order of publication. Mission accomplished.